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Author
Al-Nasser Amjad D.
Title
An Information - Theoretic Approach to the Measurement Error Model
Source
Statistics in Transition, 2010, vol. 11, nr 1, s. 9-24, rys., tab., bibliogr. s. 23-24
Keyword
Estymacja, Entropia, Metoda największej wiarygodności, Teoria estymacji
Estimation, Entropy, Maximum likelihood estimation, Estimation theory
Note
summ.
Abstract
In this paper, the idea of generalized maximum entropy estimation approach (Golan et al. 1996) is used to fit the general linear measurement error model. A Monte Carlo comparison is made with the classical maximum likelihood estimation (MLE) method. The results showed that, the GME is outperformed the MLE estimators in terms of mean squared error. A real data analysis is also presented. (original abstract)
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Bibliography
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ISSN
1234-7655
Language
eng
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