Estimation in linear errors-in-variables models with unknown error distribution
未知误差分布下线性变量误差模型的估计
Summary 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…