Abstract #301963

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JSM 2003 Abstract #301963
Activity Number: 315
Type: Invited
Date/Time: Wednesday, August 6, 2003 : 8:30 AM to 10:20 AM
Sponsor: IMS
Abstract - #301963
Title: On Consistency in Errors-in-Variables Models
Author(s): Silvelyn Zwanzig*+
Companies: Uppsala University
Address: Dept. of Mathematics, Uppsala, , NA 751 06, Sweden
Keywords: nonlinear relations ; nonparamatric errors-in-variable models ; convergence rates ; semiparametric modeing
Abstract:

In linear errors-in-variables models the total least squares estimator has a consistency rate of sqrt(n). In nonlinear errors-in-variables models the total least squares estimator is biased. But we can construct alternative sqrt(n) consistent estimators. In nonparametric errors-in-variables models in the presence of super smooth errors the rates of convergence are extremely slow. One way out is to consider an asymptotic approach for vanishing error variances. Another possibility is to combine the increasing sample size with vanishing error variances. We apply ideas of semiparametric modeling in order to find additional, reasonable conditions to the nonparametric errors-in-variables models which imply higher consistency rates.

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