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- W2382108972 abstract "The problem of constructing confidence sets for the structural errorsin-variables model is considered under the assumption that the variance of the error associated with the covariate is known. Previously proposed confidence sets for this model suffer from the problem that they all have zero confidence levels for any sample size, where the confidence level of a confidence set is defined to be the infimum of coverage probability over the parameter space. In this paper we construct some asymptotically honest confidence sets; that is, the limiting values of their confidence levels are at least as large as the nominal probabilities when the sample size goes to oc. A desirable property of the proposed confidence set for the slope is also established." @default.
- W2382108972 created "2016-06-24" @default.
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- W2382108972 date "2016-01-01" @default.
- W2382108972 modified "2023-09-23" @default.
- W2382108972 title "STRUCTURAL ERRORS-IN-VARLABLES MODELS'" @default.
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