The efficiency of adjusted least squares in the linear functional relationship

Journal of Multivariate Analysis

Volumn 87, Issue 2, 2003, Pages 261-274

  Kukush, Alexander ^a,b   Maschke, Erich Otto ^b  

^a TARAS SHEVCHENKO NATIONAL UNIVERSITY OF KYIV   (Ukraine)

^b UNIVERSITY OF MUNICH   (Germany)

Author keywords

Adjusted least squares estimator; Asymptotic efficiency; Gaussian errors; H jek bound; Linear functional errors in variables model

Indexed keywords

EID: 0345492355     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0047-259X(03)00048-4     Document Type: Article

References (6)

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3. W.A. Fuller, Measurement Error Models, Wiley, New York, 1987.
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5. I.A. Ibragimov, R.Z. Has'minskii, Statistical Estimation: Asymptotic Theory, Springer, Berlin, 1981.
6. M. Nussbaum, An asymptotic minimax risk bound for estimation of a linear functional relationship, J. Multivariate Anal. 14 (3) (1984) 300-314.