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Search: subject:"Equation error"
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On estimation of a heteroscedastic measurement error model under heavy-tailed distributions
Cao, Chun-Zheng
;
Lin, Jin-Guan
;
Zhu, Xiao-Xin
- In:
Computational Statistics & Data Analysis
56
(
2012
)
2
,
pp. 438-448
for the model with and without
equation
error
respectively, and derive closed forms of asymptotic variances. We also …
Persistent link: https://www.econbiz.de/10010574470
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12
Non-Existence of the First Moment of the Adjusted Least Squares Estimator in Multivariate Errors-in-Variables Model
Cheng, Chi-Lun
;
Kukush, Alexander
- In:
Metrika
64
(
2006
)
1
,
pp. 41-46
Persistent link: https://www.econbiz.de/10005756469
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