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Prediction Error in a Linear Model with Estimated Parameters

โœ Scribed by Yasuyuki Toyooka


Book ID
124289093
Publisher
Oxford University Press
Year
1982
Tongue
English
Weight
509 KB
Volume
69
Category
Article
ISSN
0006-3444

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โœ Cui Hengjian; Li Rongcai ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 425 KB

This paper studies a semi-linear errors-in-variables model of the form Y i = x$ i ;+ g(T i )+e i , X i =x i +u i (1 i n). The estimators of parameters ;, \_ 2 and of the smooth function g are derived by using the nearest neighbor-generalized least square method. Under some weak conditions, it is sho