Abstract
We consider an implicit nonlinear functional model with errors in variables. On the basis of the concept of deconvolution, we propose a new adaptive estimator of the least contrast of the regression parameter. We formulate sufficient conditions for the consistency of this estimator. We consider several examples within the framework of the L 1- and L 2-approaches.
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Kukush, A.G., Zwanzig, S. On an Adaptive Estimator of the Least Contrast in a Model with Nonlinear Functional Relations. Ukrainian Mathematical Journal 53, 1445–1452 (2001). https://doi.org/10.1023/A:1014358423205
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DOI: https://doi.org/10.1023/A:1014358423205