The M-estimate of parameters in the errors-in-variables (EV) model Y =xτβ0+∈,X =x+u ((∈,uτ)τ is a (p+1)-dimensional spherical error, Coy[(∈, uτ)τ] =σ2Ip+1)being considered. The M-estimate βn,, of β0 under ...The M-estimate of parameters in the errors-in-variables (EV) model Y =xτβ0+∈,X =x+u ((∈,uτ)τ is a (p+1)-dimensional spherical error, Coy[(∈, uτ)τ] =σ2Ip+1)being considered. The M-estimate βn,, of β0 under a general ρ(·) function and the estimateof σ2 are given, the strong consistency and asymptotic normality of βn as well as are obtained. The conditions for the ρ(·) function in this paper are similar to that of linearexpression of M-estimates in the linear regression model.展开更多
Consistency of LS estimate of simple linear EV model is studied. It is shown that under some common assumptions of the model, both weak and strong consistency of the estimate are equivalent but it is not so for quadra...Consistency of LS estimate of simple linear EV model is studied. It is shown that under some common assumptions of the model, both weak and strong consistency of the estimate are equivalent but it is not so for quadratic-mean consistency.展开更多
文摘The M-estimate of parameters in the errors-in-variables (EV) model Y =xτβ0+∈,X =x+u ((∈,uτ)τ is a (p+1)-dimensional spherical error, Coy[(∈, uτ)τ] =σ2Ip+1)being considered. The M-estimate βn,, of β0 under a general ρ(·) function and the estimateof σ2 are given, the strong consistency and asymptotic normality of βn as well as are obtained. The conditions for the ρ(·) function in this paper are similar to that of linearexpression of M-estimates in the linear regression model.
文摘Consistency of LS estimate of simple linear EV model is studied. It is shown that under some common assumptions of the model, both weak and strong consistency of the estimate are equivalent but it is not so for quadratic-mean consistency.
