Moment and Rank Estimation in Structural Errors-in-variable Models

10.29973/JCSA.200503.0006

Gui-Jing Chen；A. K. Md. E. Saleh

Linear model ； structural E-V model ； least squares estimates ； rank estimates ； strong convergence ； asymptotical normality

中國統計學報

43卷1期（2005 / 03 / 01）

105 - 126

英文

This paper considers structural errors-in-variable regression models with replicated observations. Some classical estimators, for example, least squares estimators are not consistent in general under such models. Modifying moment estimation and rank estimation, some estimators in linear structural errors-in-variable models have been constructed. For these estimators, strong convergence properties and asymptotical normality have been obtained.

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