Original title:
Parameter estimation based on estimated data
Authors:
Lachout, Petr Document type: Papers Conference/Event: International Conference on Mathematical Methods in Economics 2001 /19./, Hradec Králové (CZ), 2001-09-05 / 2001-09-07
Year:
2001
Language:
eng Abstract:
Linear regression model containing nuisance parameters is considered. Stability of estimators derived by OLS- or M-estimation procedure is treated while the nuisance parameters are replaced by their estimation.
Keywords:
mathematical model; nuisance parameter; parameter Project no.: AV0Z1075907 (CEP), GA201/99/0264 (CEP) Funding provider: GA ČR Host item entry: Proceedings of the 19th International Conference on Mathematical Methods in Economics 2001
Institution: Institute of Information Theory and Automation AS ČR
(web)
Document availability information: Fulltext is available at the institute of the Academy of Sciences. Original record: http://hdl.handle.net/11104/0130741