Conditional Estimators in Exponential Regression with Errors in Covariates

Sergiy Shklyar ()
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Sergiy Shklyar: Taras Shevchenko National University of Kyiv

A chapter in Modern Stochastics and Applications, 2014, pp 337-349 from Springer

Abstract: Abstract In this chapter we deal with a regression model in which there is Gaussian error in the regressor and the response variable has an exponential distribution. We consider three methods of estimation: Sufficiency estimator, Conditional Score estimators developed by Stefanski and Carroll (Biometrika 74, 703–716 1987), and Corrected Score estimator developed by Stefanski (Commun. Stat. Theory Methods 18, 4335–4358 1989) and Nakamura (Biometrika 77, 127–132 1990). We have written explicitly the estimating equations for these estimators. Sufficiency and Corrected Score estimators were compared numerically.

Keywords: Exponential Family; Joint Density; Score Estimator; Corrected Score; Canonical Parameter (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-3-319-03512-3_19

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DOI: 10.1007/978-3-319-03512-3_19

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