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https://elib.bsu.by/handle/123456789/93487| Title: | Robust 2LS-Estimator for Nonlinear SEM-Model |
| Authors: | Staleuskaya, S. |
| Keywords: | ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатика |
| Issue Date: | 2007 |
| Publisher: | Minsk: BSU |
| Abstract: | Traditional estimators of parameters of simultaneous equations models are based on the least squares method. This estimators have good statistical properties under hypothetical assumptions. Unfortunately, in practice the hypothetical assumptions are often broken. Following [3, 4], distortions can be classified into two main categories, namely gross errors and distortions due to the model failure. |
| URI: | http://elib.bsu.by/handle/123456789/93487 |
| Appears in Collections: | Section 1. ROBUST AND NONPARAMETRIC DATA ANALYSIS Статьи факультета прикладной математики и информатики |
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