{"entities":{"Q1383909":{"pageid":1394649,"ns":120,"title":"Item:Q1383909","lastrevid":67308918,"modified":"2026-04-12T16:45:40Z","type":"item","id":"Q1383909","labels":{"en":{"language":"en","value":"On parameter estimation for semi-linear errors-in-variables models"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1139689"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1383909$5984575A-0969-410C-87B3-15277039C0DD","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"ae7a7309be1cc00e350d2ad6e9890ded6c13b089","datavalue":{"value":{"text":"On parameter estimation for semi-linear errors-in-variables models","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1383909$123699B0-2BBE-4298-A903-EC558801C613","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"cc0219eda9b94cc44617f9b4831a514e24245490","datavalue":{"value":"0909.62068","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1383909$5AB3F43C-8A8E-46BA-98FD-0A511EFBE77F","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"2e6a0475b48bfbca3f1149cb6b23cccfb875d3de","datavalue":{"value":{"entity-type":"item","numeric-id":1383908,"id":"Q1383908"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1383909$AA77B93B-C4D0-43AC-9314-D682C36BB7E8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"74fc5889aef574bb3739c36ddee5b637c1cf084d","datavalue":{"value":{"entity-type":"item","numeric-id":590559,"id":"Q590559"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1383909$9AA989E9-1DD2-4664-AC90-EC4F0610CEB0","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"9528a501ec22dbb1ec7f3267af8d86bef9ac2fcf","datavalue":{"value":{"entity-type":"item","numeric-id":57672,"id":"Q57672"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1383909$BC9A613C-2855-4B87-8353-4E2C34561A41","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"e60c029a007932dd7296fe5689bd47fadb1b64f1","datavalue":{"value":{"time":"+1999-04-08T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1383909$1B99ECC2-D754-4977-8D98-C449116351FD","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"b1fd89c4f3f701d20d862a624d45ccbf94f0feb3","datavalue":{"value":"The paper studies a semi-linear structural errors-in-variables model of the form  \\[ Y= X'\\beta+ g(T)+e, \\quad X=x+u, \\tag{1} \\]  where \\(X\\) and \\(x\\) are \\(p\\times 1\\) random vectors; \\(Y\\) and \\(T\\) are r.v., \\(T\\) ranges over the interval \\([0,1]\\); \\(e\\) is an unobservable error variable and \\(u\\) is a \\(p\\times 1\\) unobservable error vector with \\(E[(e,u')']=0\\), \\(\\text{Cov} [(e,u')']= \\sigma^2\\cdot I_{p+1}\\), where \\(\\sigma^2>0\\) is an unknown parameter, \\(\\beta\\) is a \\(p\\times 1\\) vector of unknown parameters, and \\(g\\) is an unknown function, which satisfies the Lipschitz condition.    This model is a generalization of two important models: a) semilinear model \\(Y= X'\\beta+ g(T)+e\\), and b) linear errors-in-variables model \\(Y= X'\\beta+e\\), X\\(= x+u\\). Suppose that the observations \\(\\{X_i,T_i,Y_i\\), \\(1\\leq i\\leq n\\}\\) form a sample from the model (1). The estimators \\(\\widehat{\\beta}_n\\), \\(\\widehat{\\sigma}_n^2\\) and \\(g_n^*\\) of \\(\\beta\\), \\(\\sigma^2\\) and \\(g\\) are constructed by the nearest neighbor - generalized least squares method. It is an adaptation of the procedure used for a semilinear model by \\textit{P. E. Cheng} [J. Multivariate Anal. 15, 63-72 (1984; Zbl 0542.62031)]. At the first stage the generalized least squares estimator \\(\\widehat{\\beta}_n\\) is obtained, and then the nearest neighbor estimates \\(\\widehat{\\sigma}_n^2\\) and \\(g_n^*\\) are built via \\(\\widehat{\\beta}_n\\).    It is shown that the estimates \\(\\widehat{\\beta}_n\\) and \\(\\widehat{\\sigma}_n^2\\) are strongly consistent and asymptotically normal. The estimator \\(g_n^*\\) achieves an optimal rate of convergence  \\[ g_n^*(t)- g(t)= O_p(n^{-1/3}), \\quad\\text{for each }t\\in[0,1]. \\]  The conditions of the statements look natural, some of them are necessary for studying the optimal convergence rate of the nonparametric regression estimator [see \\textit{C. J. Stone}, Ann. Stat. 10, 1040-1053 (1982; Zbl 0511.62048)].    Remark of the reviewer. In the definition (2.4) of \\(\\widehat{\\beta}_n\\) the minimum need not exist. It should be explained that under condition 1 the solution \\(\\widehat{\\beta}_n\\) of (2.4) exists a.s. and can be chosen as a (measurable) random vector.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1383909$41435A03-5D5F-47FC-A457-D335E08E2235","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"6405ef232cfe100f3c86c4fb2d4c95d2b8ac5323","datavalue":{"value":"62J10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1383909$5C5228FC-4847-43B0-9681-238C1E8F0C2D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"ea3475d4c22dc51a420786874bb708769d5bfd82","datavalue":{"value":"62G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1383909$5FF2A0EE-F407-4CA1-B25D-945D4FA72E91","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"3866ee96b4b7ddfafdb7b788eaa87fdd43bbf474","datavalue":{"value":"62G05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1383909$FC412EBA-515A-4DF1-892F-5297665C7CE4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"58591a8ac1354bf12129571c1d7757e1ee3beef9","datavalue":{"value":"62G07","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1383909$1EB01C51-EA38-470E-B4E8-831218701943","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"b5bb7d37f330f278ab0dfe6b8e65cbb9a2071c15","datavalue":{"value":"1139689","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1383909$9915C831-F417-4DB8-9ADD-F13766C99EDB","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4fcc98088d06a7637b0e96196b470c9ba1bd29b3","datavalue":{"value":"semi-linear model","type":"string"},"datatype":"string"},"type":"statement","id":"Q1383909$E1357338-26AB-4210-9A60-A1831772E138","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"68f26ad634d3b0b9f7af362c0778216f8fd1473e","datavalue":{"value":"nearest neighbor method","type":"string"},"datatype":"string"},"type":"statement","id":"Q1383909$C14404A9-FC4E-4CDC-92E5-F57FDA046B59","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a7b94a43f1b8df8bb7f01e9f8f2e398523b26419","datavalue":{"value":"strong consistency","type":"string"},"datatype":"string"},"type":"statement","id":"Q1383909$DBB48D92-035C-4D19-BB92-DEA8B21C0EAA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fdd4163f74d4d9a5878ff08343fde0db92bb9bae","datavalue":{"value":"asymptotic normality","type":"string"},"datatype":"string"},"type":"statement","id":"Q1383909$FA6B21B7-DE92-476D-9F1D-1A1351F28DA5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"926da3312acf1fe9a06e044dd1e1db1b165a4ca2","datavalue":{"value":"errors-in-variables model","type":"string"},"datatype":"string"},"type":"statement","id":"Q1383909$ECE729C2-BDC3-4BD0-A333-8781F9CC0169","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"9d045ec151ebd1bc877da9721231558d202781c9","datavalue":{"value":{"entity-type":"item","numeric-id":188395,"id":"Q188395"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1383909$103C3B2F-FDCC-4515-B353-9CD9DE1402B2","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1383909$5A574AA8-C4C7-413D-8B5B-62D35F7E9BAE","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"424b7b10c39e974a651c1f9e0154f24ceb71e547","datavalue":{"value":"https://doi.org/10.1006/jmva.1997.1712","type":"string"},"datatype":"url"},"type":"statement","id":"Q1383909$DC54BD99-ADF4-45BA-8357-AF148C7DB316","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"0899aa867f210ae745741446e89f5b83f0b2dce5","datavalue":{"value":"W1964781732","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1383909$63C70817-6F4D-4D4D-B20F-423507068A10","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"ee2f8d81944f5a7cfbc570410aa08f86c6dcef4b","datavalue":{"value":{"entity-type":"item","numeric-id":796217,"id":"Q796217"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1383909$C053DABF-4CC2-410B-973A-60A39A3C52BD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1568a0e9af08431351924516ca4d8085d74f1861","datavalue":{"value":{"entity-type":"item","numeric-id":795440,"id":"Q795440"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1383909$4F7653E8-D528-4630-ADD1-6AD2686E74BA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c1f97ee6db45a98fb7fe82ae47766fa9b3879cb9","datavalue":{"value":{"entity-type":"item","numeric-id":1098522,"id":"Q1098522"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1383909$C2F38E75-1181-457D-970D-CF15B40B9AC6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5205c0edd6053cd413607fe718b4e474aeaa9223","datavalue":{"value":{"entity-type":"item","numeric-id":795437,"id":"Q795437"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1383909$041D7425-74A8-4C4B-9600-083954CFA708","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bcffb05390e286ac3735a55fe861815a8c880f73","datavalue":{"value":{"entity-type":"item","numeric-id":1333197,"id":"Q1333197"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1383909$ABEFFD85-9513-43B8-B0B6-048FF340AD44","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"370dbd169080617c2b6578c6d803f7ec1baeb4da","datavalue":{"value":{"entity-type":"item","numeric-id":3034683,"id":"Q3034683"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1383909$F2D83F55-F819-48A3-9178-5742BE1A36B5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1278aa4de8ef58b2bfe10e23803b1060541929d6","datavalue":{"value":{"entity-type":"item","numeric-id":4003037,"id":"Q4003037"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1383909$CE3E0C07-B039-4DED-8495-8754899A5987","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6088245469b28992b4c5f00e40a0177fa608a438","datavalue":{"value":{"entity-type":"item","numeric-id":3210018,"id":"Q3210018"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1383909$7D0A3570-32A5-4E8F-A0E7-A12B3CF6B4CB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"514095d87810046e465a75ed4bbddab04a3ba72d","datavalue":{"value":{"entity-type":"item","numeric-id":3761476,"id":"Q3761476"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1383909$77D69FC3-4D15-4700-8EB0-CE89A2B06F9F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"08dd2cde602af137c52ba4f69c22bcd86e50c081","datavalue":{"value":{"entity-type":"item","numeric-id":5332577,"id":"Q5332577"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1383909$C7613B92-A219-49A1-B1F5-FADFE0648397","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"96d668887ebd77b921ea37a3afc9c453eac452c5","datavalue":{"value":{"entity-type":"item","numeric-id":3792119,"id":"Q3792119"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1383909$176D4BAA-1A1C-42E5-9E47-02DBA7FD95DE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"25c2fdcb4a76c52b5963d409a4508d7839bcbbe8","datavalue":{"value":{"entity-type":"item","numeric-id":3823646,"id":"Q3823646"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1383909$F40F3108-663E-4DCA-92B7-3803FD94B3BE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dade866458d8fb62ddbf49ebfe47d4caeffdd9c4","datavalue":{"value":{"entity-type":"item","numeric-id":1838795,"id":"Q1838795"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1383909$682C077B-24F5-4336-81EF-E7FD487E0873","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"1b3f1267d19349f354ab6a86f54d7de5250e9c60","datavalue":{"value":"10.1006/JMVA.1997.1712","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1383909$74D2FA38-7AFE-43C8-88D8-AA6A3F05D95D","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"916c381dca8f1d044f375533a65cbe578bd58286","datavalue":{"value":{"entity-type":"item","numeric-id":1848855,"id":"Q1848855"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"18d7493ea5dd6993b7465f1f9e37e1f45ae98156","datavalue":{"value":{"amount":"+0.8503099679946899","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1383909$FBCB88F2-FAA5-426C-ADC7-C3AD76779DBA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9dabc88f91d7fccf2206670812b54b72ae0424d0","datavalue":{"value":{"entity-type":"item","numeric-id":1201630,"id":"Q1201630"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4506b55fd3c9293f0f51e6f55d4e9b008f2c2a5b","datavalue":{"value":{"amount":"+0.8489440083503723","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1383909$4EB4F487-5FCC-4DF9-B3E4-2DC764414C90","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2c541804bc15b6a926fa353afbc75a7c199ca762","datavalue":{"value":{"entity-type":"item","numeric-id":4483550,"id":"Q4483550"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"33f62bc83cda8c5fe00ef9b5cde68376acb38f7d","datavalue":{"value":{"amount":"+0.8419963121414185","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1383909$25289D76-729D-4AF5-B165-6B60AE136061","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"72e616bab8adbea72336d2d4be879b0f5dc6823d","datavalue":{"value":{"entity-type":"item","numeric-id":4217546,"id":"Q4217546"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4f9d94dbcbec8d2a741d1b900ca6c289a482c653","datavalue":{"value":{"amount":"+0.84041428565979","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1383909$2F5E4F79-94AA-43A2-8193-B17DBD7FEA2A","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"On parameter estimation for semi-linear errors-in-variables models","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/On_parameter_estimation_for_semi-linear_errors-in-variables_models"}}}}}