Theory of Probability and Mathematical Statistics
Singular asymptotic normality of an estimator in the conic section fitting problem. II
S. V. Shklyar
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Abstract: This is the second part of the author paper published in Theor. Probability and Math. Statist. 92 (2016), 147-161. The first part considers the functional version of the conic section fitting problem and states the asymptotic normality of the ALS2 estimator for the coefficients of the conic section. In the present paper, a similar theorem on the asymptotic normality is obtained for the structural model. Two estimators of the asymptotic covariance matrix are constructed. The consistency of both estimators is proved.
Keywords: Errors in variables, asymptotic normality, estimation of parameters of a conic section, estimation of the asymptotic variance
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