Analysis of least squares regression estimates in case of additional errors in the variables
From MaRDI portal
Publication:710765
DOI10.1016/j.jspi.2010.05.031zbMath1197.62036OpenAlexW1964098174MaRDI QIDQ710765
Michael Kohler, Andreas Fromkorth
Publication date: 22 October 2010
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2010.05.031
rate of convergenceconsistencyAmerican optionserrors in variablesleast squares estimatesregression-based Monte Carlo methods
Nonparametric regression and quantile regression (62G08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Monte Carlo methods (65C05)
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