Analysis of least squares regression estimates in case of additional errors in the variables

DOI10.1016/j.jspi.2010.05.031zbMath1197.62036OpenAlexW1964098174MaRDI QIDQ710765

Michael Kohler, Andreas Fromkorth

Publication date: 22 October 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.05.031

zbMATH Keywords

rate of convergenceconsistencyAmerican optionserrors in variablesleast squares estimatesregression-based Monte Carlo methods

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Monte Carlo methods (65C05)

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