Estimation of the slope in a linear functional relationship (Q1112499)
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scientific article; zbMATH DE number 4078513
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| English | Estimation of the slope in a linear functional relationship |
scientific article; zbMATH DE number 4078513 |
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Estimation of the slope in a linear functional relationship (English)
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1989
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Two nonparametric estimators of the slope of a regression line with error on both variables are considered, each of them being defined as the zero- crossing of a stochastic process whose sample paths are monotone. Their asymptotic behaviour is derived from the local asymptotic behaviour of the underlying processes. One of the estimators is a nonparametric version of \textit{A. Wald}'s estimator [Ann. Math. Stat. 11, 284-300 (1940; Zbl 0023.34402)].
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slope
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regression line
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zero-crossing of a stochastic process
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asymptotic behaviour
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asymptotic linearity
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variance estimation
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rate of convergence
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0.7813149690628052
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0.7659504413604736
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