Generalized $M$-Estimators for Errors-in-Variables Regression
نویسندگان
چکیده
منابع مشابه
New M-estimators in semiparametric regression with errors in variables
In the regression model with errors in variables, we observe n i.i.d. copies of (Y, Z) satisfying Y = fθ0(X) + ξ and Z = X + ε involving independent and unobserved random variables X, ξ, ε plus a regression function fθ0, known up to some finite dimensional θ. The common densities of the Xi’s and of the ξi’s are unknown whereas the distribution of ε is completely known. We aim at estimating the ...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1992
ISSN: 0090-5364
DOI: 10.1214/aos/1176348528