Open Access
March, 1988 Estimation for the Nonlinear Functional Relationship
Yasuo Amemiya, Wayne A. Fuller
Ann. Statist. 16(1): 147-160 (March, 1988). DOI: 10.1214/aos/1176350696

Abstract

Estimation of the parameters of the nonlinear functional model with known error covariance matrix is discussed. Asymptotic properties of the maximum likelihood estimator for the implicit functional model are presented. The approximate bias in the maximum likelihood estimator due to the nonlinearity of the relationship is given and a bias-adjusted estimator is suggested. Numerical and theoretical results support the superiority of the bias-adjusted estimator relative to the maximum likelihood estimator.

Citation

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Yasuo Amemiya. Wayne A. Fuller. "Estimation for the Nonlinear Functional Relationship." Ann. Statist. 16 (1) 147 - 160, March, 1988. https://doi.org/10.1214/aos/1176350696

Information

Published: March, 1988
First available in Project Euclid: 12 April 2007

zbMATH: 0669.62046
MathSciNet: MR924862
Digital Object Identifier: 10.1214/aos/1176350696

Subjects:
Primary: 62J02
Secondary: 62F12 , 62H12

Keywords: asymptotic bias , bias-adjusted estimator , maximum likelihood estimator , Measurement errors , Nonlinear implicit relationship

Rights: Copyright © 1988 Institute of Mathematical Statistics

Vol.16 • No. 1 • March, 1988
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