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Asymptotic Theory for the Simex Estimator in Measurement Error Models

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Advances in Statistical Decision Theory and Applications

Part of the book series: Statistics for Industry and Technology ((SIT))

Abstract

Carroll et al. (1996) make a conjecture about the asymptotic distribution of the SIMEX estimator [Cook and Stefanski (1994)], a promising method in the analysis of measurement error models. Here we prove their conjecture under a set of technical conditions.

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References

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© 1997 Birkhäuser Boston

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Carroll, R.J., Stefanski, L.A. (1997). Asymptotic Theory for the Simex Estimator in Measurement Error Models. In: Panchapakesan, S., Balakrishnan, N. (eds) Advances in Statistical Decision Theory and Applications. Statistics for Industry and Technology. Birkhäuser Boston. https://doi.org/10.1007/978-1-4612-2308-5_10

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  • DOI: https://doi.org/10.1007/978-1-4612-2308-5_10

  • Publisher Name: Birkhäuser Boston

  • Print ISBN: 978-1-4612-7495-7

  • Online ISBN: 978-1-4612-2308-5

  • eBook Packages: Springer Book Archive

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