Asymptotic efficiency properties of least squares in an ultrastructural model

DOI10.1007/BF02564707zbMath0893.62071OpenAlexW2138476022MaRDI QIDQ1382954

D. Massart

Publication date: 1 April 1998

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02564707

zbMATH Keywords

measurement errorsultrastructural modeldirect regressionreverse regression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Related Items (6)

Least squares estimators in measurement error models under the balanced loss function. ⋮ Consistent estimation of regression coefficients in ultrastructural measurement error model using stochastic prior information ⋮ A Class of Estimators Using Auxiliary Information for Estimating Finite Population Variance in Presence of Measurement Errors ⋮ On the estimation of ratio and product of two population means using supplementary information in presence ⋮ Restricted estimation and testing of hypothesis in linear measurement errors models ⋮ Restricted regression estimation in measurement error models

Cites Work

• Unnamed Item
• Bounds for exact moments of estimators in the errors-in-variables model and simultaneous equations
• Identification in the Linear Errors in Variables Model
• The ultrastructural relation: A synthesis of the functional and structural relations
• Least Squares and Grouping Method Estimators in the Errors in Variables Model

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