Geodesic
Simex estimator for polynomial
Teoriâ slučajnyh processov, Tome 13 (2007) no. 1, pp. 57-65

Voir la notice de l'article provenant de la source Math-Net.Ru

For polynomial errors-in-variables model, the Simex estimator is constructed in such way that it is consistent, as the samples size grows and the size of auxiliary sample is fixed. Then the estimator is modified in such a way that it shows good results for small samples without losing its asymptotic properties for large samples. Simulation studies corroborate the theoretical findings.
Keywords: Simex estimator, errors-in-variables models, Hermite polynomials. 
@article{THSP_2007_13_1_a5,
     author = {Olena Gontar and Andrii Malenko},
     title = {Simex estimator for polynomial},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {57--65},
     publisher = {mathdoc},
     volume = {13},
     number = {1},
     year = {2007},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2007_13_1_a5/}
}
TY  - JOUR
AU  - Olena Gontar
AU  - Andrii Malenko
TI  - Simex estimator for polynomial
JO  - Teoriâ slučajnyh processov
PY  - 2007
SP  - 57
EP  - 65
VL  - 13
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/THSP_2007_13_1_a5/
LA  - en
ID  - THSP_2007_13_1_a5
ER  - 
%0 Journal Article
%A Olena Gontar
%A Andrii Malenko
%T Simex estimator for polynomial
%J Teoriâ slučajnyh processov
%D 2007
%P 57-65
%V 13
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/THSP_2007_13_1_a5/
%G en
%F THSP_2007_13_1_a5
Olena Gontar; Andrii Malenko. Simex estimator for polynomial. Teoriâ slučajnyh processov, Tome 13 (2007) no. 1, pp. 57-65. http://geodesic.mathdoc.fr/item/THSP_2007_13_1_a5/