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Estimation of the slope in a linear functional relationship
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  • Published: June 1989

Estimation of the slope in a linear functional relationship

  • Philip Milasevic1 

Probability Theory and Related Fields volume 82, pages 19–31 (1989)Cite this article

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Summary

Two nonparametric estimators of the slope of a regression line with error on both variables are considered, each of them being defined as the zero-crossing of a stochastic process whose sample paths are monotone. Their asymptotic behaviour is derived from the local asymptotic behaviour of the underlying processes. One of the estimators is a nonparametric version of Wald's (1940) estimator.

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References

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Author information

Authors and Affiliations

  1. UER de Mathématiques, BFSH-2, Université de Lausanne, CH-1015, Lausanne, Switzerland

    Philip Milasevic

Authors
  1. Philip Milasevic
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Additional information

This research was supported by the Swiss National Science Foundation

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Cite this article

Milasevic, P. Estimation of the slope in a linear functional relationship. Probab. Th. Rel. Fields 82, 19–31 (1989). https://doi.org/10.1007/BF00340010

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  • Received: 21 October 1987

  • Revised: 01 September 1988

  • Issue Date: June 1989

  • DOI: https://doi.org/10.1007/BF00340010

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Keywords

  • Stochastic Process
  • Asymptotic Behaviour
  • Regression Line
  • Probability Theory
  • Statistical Theory
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