Consistent estimation for the non-normal ultrastructural model

DOI10.1016/S0167-7152(96)00167-8zbMath0899.62033MaRDI QIDQ1380633

D. Massart

Publication date: 15 November 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

efficiency; measurement error models; immaculate estimator; linear ultrastructural model

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62F10: Point estimation

62J99: Linear inference, regression

Related Items

On the usefulness of knowledge of error variances in the consistent estimation of an unreplicated ultrastructural model, Consistent estimation of regression coefficients in ultrastructural measurement error model using stochastic prior information, On the estimation of the linear relation when the error variances are known, Restricted regression estimation in measurement error models, Use of prior information in the consistent estimation of regression coefficients in measurement error models, Consistent estimation of coefficients in measurement error models with replicated observations, Estimation of Regression Coefficients in a Restricted Measurement Error Model Using Instrumental Variables, Confidence Interval Estimation in Ultrastructural Model, Consistent estimation of regression parameters under replicated ultrastructural model with non-normal errors

Cites Work

• On the unreplicated ultrastructural model
• The ultrastructural relation: A synthesis of the functional and structural relations