2019
Том 71
№ 11

All Issues

On an Adaptive Estimator of the Least Contrast in a Model with Nonlinear Functional Relations

Kukush A. G., Zwanzig S.

Full text (.pdf)


Abstract

We consider an implicit nonlinear functional model with errors in variables. On the basis of the concept of deconvolution, we propose a new adaptive estimator of the least contrast of the regression parameter. We formulate sufficient conditions for the consistency of this estimator. We consider several examples within the framework of the L 1- and L 2-approaches.

English version (Springer): Ukrainian Mathematical Journal 53 (2001), no. 9, pp 1445-1452.

Citation Example: Kukush A. G., Zwanzig S. On an Adaptive Estimator of the Least Contrast in a Model with Nonlinear Functional Relations // Ukr. Mat. Zh. - 2001. - 53, № 9. - pp. 1204-1209.

Full text