Institute of Information Theory and Automation

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Bibliography

Conference Paper (international conference)

Parameter estimation based on estimated data

Lachout Petr

: Proceedings of the 19th International Conference on Mathematical Methods in Economics 2001, p. 119-123 , Eds: Dlouhý M.

: VŠE, (Praha 2001)

: International Conference on Mathematical Methods in Economics 2001 /19./, (Hradec Králové, CZ, 05.09.2001-07.09.2001)

: AV0Z1075907

: GA201/99/0264, GA ČR

: mathematical model, parameter, nuisance parameter

(eng): 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.

: 12B

: BB

2019-01-07 08:39