A note on constrained estimation in the simple linear measurement error model

DOI10.1016/j.spl.2007.09.001zbMath1133.62318MaRDI QIDQ2482120

Ori Davidov, Vladimir Griskin

Publication date: 16 April 2008

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

Full work available at URL: https://doi.org/10.1016/j.spl.2007.09.001

zbMATH Keywords

shrinkage estimators; measurement error models; Kuhn-Tucker theory; constrained estimators

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62E20: Asymptotic distribution theory in statistics

62J05: Linear regression; mixed models

62F10: Point estimation

62F30: Parametric inference under constraints

Cites Work

• Restricted parameter space estimation problems. Admissibility and minimaxity properties.
• Constrained estimation and the theorem of Kuhn-Tucker
• The nonexistence of \(100(1-\alpha)\%\) confidence sets of finite expected diameter in errors-in-variables and related models
• Estimating the slope in measurement error models -- a different perspective
• Penalized Estimating Equations
• A Small Sample Estimator for a Polynomial Regression with Errors in the Variables
• The Existence of the First Negative Moment Revisited
• Identifiability of a Linear Relation between Variables Which Are Subject to Error
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