The efficiency of adjusted least squares in the linear functional relationship
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- Chi‐Lung Cheng & Hans Schneeweiss, 1998. "Polynomial regression with errors in the variables," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(1), pages 189-199.
- Nussbaum, M., 1984. "An asymptotic minimax risk bound for estimation of a linear functional relationship," Journal of Multivariate Analysis, Elsevier, vol. 14(3), pages 300-314, June.
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Keywords
Adjusted least-squares estimator Asymptotic efficiency Gaussian errors Hajek bound Linear functional errors-in-variables model;Statistics
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