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On solutions to the equation for improving additives in regression problems

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Abstract

In this article, we consider the problem of finding a solution to a functional equation which in a special way depends on the distribution of a random variable. Such equations naturally arise in construction of consistent estimates in regression problems in the case when the variances of the main observations depend on underlying unknown parameter and the regression coefficients are determined with random errors. A simple example of a regression problem is demonstrated when the equation under consideration occurs.

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Authors and Affiliations

  1. Sobolev Institute of Mathematics, Novosibirsk, 630090, Russia

    Yu. Yu. Linke & A. I. Sakhanenko

Authors
  1. Yu. Yu. Linke
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  2. A. I. Sakhanenko
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Corresponding author

Correspondence to Yu. Yu. Linke.

Additional information

Original Russian Text © Yu. Yu. Linke and A. I. Sakhanenko, 2011, published in Matematicheskie Trudy, 2011, Vol. 14, No. 2, pp. 127–146.

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Linke, Y.Y., Sakhanenko, A.I. On solutions to the equation for improving additives in regression problems. Sib. Adv. Math. 22, 261–274 (2012). https://doi.org/10.3103/S1055134412040037

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  • DOI: https://doi.org/10.3103/S1055134412040037

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