Asymptotically optimal estimation in a linear-fractional regression problem with random errors in coefficients

Author： Sakhanenko A.   Linke Yu.  

Publisher： Springer Publishing Company

ISSN： 0037-4466

Source： Siberian Mathematical Journal, Vol.47, Iss.6, 2006-11, pp. : 1128-1153

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Abstract

Considering the linear-fractional regression problem with errors in independent variables, we construct and study asymptotically optimal estimators for unknown parameters in the case of violation of the classical regression assumptions (the variances of the observations are different and depend on the unknown parameters).

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