Estimation in multivariate errors-in-variables models

DOI10.1016/0024-3795(85)90052-7MaRDI QIDQ1069614zbMATH OpenOpenAlexFDO

Authors Nai N. Chan, T. K. Mak

Publication date 1985

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(85)90052-7

zbMATH Keywords

errors-in-variablesasymptotic resultsgeneralized least-squares methodmaximum- likelihoodknown and unknown error covariance matrixstructural and the functional cases

Mathematics Subject Classification ID

Linear inference, regression (62J99) Estimation in multivariate analysis (62H12)

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• An inequality with application to multivariate analysis
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• Estimation for the multivariate errors-in-variables model with estimated error covariance matrix
• Estimation in a multivariate errors in variables regression model: Large sample results
• Estimation of multivariate linear functional relationships
• Maximum likelihood estimation in a multivariate ‘errors in variables’ regression model with unknown error covariance matrix

Cited in

(47)

• Multivariate EIV models
• Estimation for a longitudinal linear model with measurement errors
• Measurement error models with nonconstant covariance matrices
• Efficient estimation in the errors in variables model
• On estimation of parameters in the bivariate linear errors-in-variables model
• M-estimates for the multiplicative error model
• A small sigma approach to certain problems in errors-in-variables models
• scientific article; zbMATH DE number 3885144 (Why is no real title available?)
• Multiple-model estimation with variable structure. II: Model-set adaptation
• An error estimator for separated representations of highly multidimensional models
• scientific article; zbMATH DE number 3967714 (Why is no real title available?)
• A multivariate ultrastructural errors-in-variables model with equation error
• scientific article; zbMATH DE number 16258 (Why is no real title available?)
• Fast and robust estimation of the multivariate errors in variables model
• Estimation for the multivariate errors-in-variables model with estimated error covariance matrix
• Estimation in linear models with random effects and errors-in-variables
• Errors-in-variables and the wavelet multiresolution approximation approach: a Monte Carlo study
• Statistical inference for models with multivariate \(t\)-distributed errors
• scientific article; zbMATH DE number 4091376 (Why is no real title available?)
• On the errors-in-variables problem for time series
• Estimation in mixed effects model with errors in variables
• Consistent estimator in multivariate errors-in-variables model in the case of unknown error covariance structure
• scientific article; zbMATH DE number 926565 (Why is no real title available?)
• ERRORS IN VARIABLES IN ECONOMETRICS: NEW DEVELOPMENTS AND RECURRENT THEMES
• Multiplicative errors-in-variables beta regression
• Corrected-loss joint estimation in a linear EV model
• Generalized least squares estimation of the functional multivariate linear errors-in-variables model
• The set of observationally equivalent errors-in-variables models
• New multivariate central limit theorems in linear structural and functional error-in-variables models
• Estimating a bivariate linear relationship
• The influence function in the errors in variables problem
• Conditional inference for treatment and error in multivariate analysis
• An overview of linear structural models in errors in variables regression
• On parameter estimation for high dimensional errors-in-variables models
• A combined estimator in the simple errors-in-variables model
• Estimation and inference of error-prone covariate effect in the presence of confounding variables
• Comparing estimation methods of non-stationary errors-in-variables models
• Estimation of σ²in the multiplicative interaction model
• Multicointegration under measurement errors
• Estimation of multiplicative measurement-error models and some simulation results
• Asymptotic variance-covariance matrices for the linear structural model
• Some statistical properties of the vector multiplicative error model
• scientific article; zbMATH DE number 3843010 (Why is no real title available?)
• Errors-in-Variables Estimation in Multivariate Calibration
• Errors in variables: consistent adjusted least squares (cals) estimation
• scientific article; zbMATH DE number 4032846 (Why is no real title available?)
• AN ESTIMATION METHOD IN TIME SERIES ERRORS-IN-VARIABLES MODELS

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