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

Permalink: http://www.nusl.cz/ntk/nusl-34870


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Research > Institutes ASCR > Institute of Information Theory and Automation
Conference materials > Papers