This paper grew out of a lecture presented at the 54th Session of the International Statistical Institute in Berlin, August 13 - 20, 2003, Schneeweiss (2003). It intends not only to outline the eventful life of Abraham Wald (1902 - 1950) in Austria and in the United States but also to present...

The paper studies the problem of estimating the upper end point of a finite interval when the data come from a uniform distribution on this interval and are disturbed by normally distributed measurement errors with known variance. Maximum likelihood and method of moments estimators are...

A measurement error model is a regression model with (substantial) measurement errors in the variables. Disregarding these measurement errors in estimating the regression parameters results in asymptotically biased estimators. Several methods have been proposed to eliminate, or at least to...

The paper explores the effect of measurement errors on the estimation of a linear panel data model. The conventional fixed effects estimator, which ignores measurement errors, is biased. By correcting for the bias one can construct consistent and asymptotically normal estimators. In addition, we...

We compare the asymptotic covariance matrix of the ML estimator in a nonlinear measurement error model to the asymptotic covariance matrices of the CS and SQS estimators studied in Kukush et al (2002). For small measurement error variances they are equal up to the order of the measurement error...