Geodesic
New functional estimator in quadratic errors-in-variables model
Teoriâ slučajnyh processov, Tome 16 (2010) no. 2, pp. 126-131

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A quadratic structural errors-in-variables model is considered. Functional estimators that are generated by estimating the functions conditionally unbiased given the latent variable are studied. Those estimators are constructed without the knowledge of the latent variable distribution. A problem is studied how to construct an estimator from the class which has the smallest, in certain sense, asymptotic covariance matrix.
Keywords: Asymptotic covariance matrix, efficient estimator, functional estimator, quadratic errors-in-variables model. 
@article{THSP_2010_16_2_a12,
     author = {Elena Usoltseva and Alexander Kukush},
     title = {New functional estimator in quadratic errors-in-variables model},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {126--131},
     publisher = {mathdoc},
     volume = {16},
     number = {2},
     year = {2010},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2010_16_2_a12/}
}
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Elena Usoltseva; Alexander Kukush. New functional estimator in quadratic errors-in-variables model. Teoriâ slučajnyh processov, Tome 16 (2010) no. 2, pp. 126-131. http://geodesic.mathdoc.fr/item/THSP_2010_16_2_a12/