Estimation for the multivariate errors-in-variables model with estimated error covariance matrix
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Publication:796217
DOI10.1214/aos/1176346502zbMath0543.62042OpenAlexW2021350317MaRDI QIDQ796217
Yasuo Amemiya, Wayne A. Fuller
Publication date: 1984
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176346502
maximum likelihood estimatorsstrong consistencyestimated error covariance matrixfunctional relationshipmultiple linear restrictionsmultivariate errors-in- variables modelsstructural relationship
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