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Efficient estimation in the errors in variables model. (English) Zbl 0643.62029
Authors’ summary: We consider efficient estimation of the slope in the errors in variables model with normal error when either the ratio of error variances is known and the distribution of the independent is arbitrary and unknown or the distribution of the independent variable is not Gaussian or degenerate. We calculate information bounds and exhibit estimates achieving these bounds using an initial minimum distance estimate and suitable estimates of the efficient score function.
Reviewer: J.Lillestøl

62G05 Nonparametric estimation
62G20 Asymptotic properties of nonparametric inference
62J05 Linear regression; mixed models
62P20 Applications of statistics to economics
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