Geodesic
The expansion of a simex estimator
Teoriâ slučajnyh processov, Tome 14 (2008) no. 1, pp. 39-48

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The nonlinear structural errors-in-variables model is investigated. We consider a Simex estimator with polynomial extrapolation function. The expansion of a Simex estimator is based on the asymptotic expansion of a naive estimator for small measurement errors. It is shown that the Simex estimator has an asymptotic deviation from a true value of the unknown parameter which is negligible compared with a measurement error variance, while the deviation of the naive estimator is proportional to the measurement error variance. 
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     author = {Olena Gontar and Helmut K\"uchenhoff},
     title = {The expansion of a simex estimator},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {39--48},
     publisher = {mathdoc},
     volume = {14},
     number = {1},
     year = {2008},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2008_14_1_a4/}
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Olena Gontar; Helmut Küchenhoff. The expansion of a simex estimator. Teoriâ slučajnyh processov, Tome 14 (2008) no. 1, pp. 39-48. http://geodesic.mathdoc.fr/item/THSP_2008_14_1_a4/