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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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/

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