Asymptotics for the SIMEX Estimator in Nonlinear Measurement Error Models
推导了非线性测量误差模型中SIMEX估计量的渐近分布，并给出了标准误的估计方法，可用于单独使用或作为自助法预枢轴工具。
Abstract Cook and Stefanski have described a computer-intensive method, the SIMEX method, for approximately consistent estimation in regression problems with additive measurement error. In this article we derive the asymptotic distribution of their estimators and show how to compute estimated standard errors. These standard error estimators can either be used alone or as prepivoting devices in a bootstrap analysis. We also give theoretical justification to some of the phenomena observed by Cook and Stefanski in their simulations.