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Estimation in linear errors-in-variables models with unknown error distribution

Nghiem, Linh; Byrd, Michael; Potgieter, Cornelis


Parameter estimation in linear errors-in-variables models typically requires that the measurement error distribution be known or estimable from replicate data. A generalized method of moments approach can be used to estimate model parameters in the absence of knowledge of the error distributions, but it requires the existence of a large number of model moments. In this paper, parameter estimation based on the phase function, a normalized version of the characteristic function, is considered....[Show more]

CollectionsANU Research Publications
Date published: 2020
Type: Journal article
Source: Biometrika
DOI: 10.1093/biomet/asaa025


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