Consistent estimation in a linear regression problem with random errors in coefficients

DOI10.1134/S0037446611040148zbMath1466.62264MaRDI QIDQ642085

Aleksandr Ivanovich Sakhanenko, Yuliana Yu. Linke

Publication date: 25 October 2011

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

errors in independent variablesasymptotically normal estimatesdependence of variances on parametersreplicated regressorstwo-step estimates

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

Related Items (1)

On the asymptotics of distributions of two-step statistical estimates

Cites Work

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