Estimation in a linear multivariate measurement error model with a change point in the data

DOI10.1016/J.CSDA.2007.06.010MaRDI QIDQ1019201zbMATH OpenOpenAlexFDO

Authors A. Kukush, Ivan Markovsky, Sabine Van Huffel

Publication date 2 June 2009

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://eprints.soton.ac.uk/263885/1/noisevar_stat_new_final.pdf

zbMATH Keywords

clusteringconsistent estimatorcorrected objective functiondynamic errors-in-variables modellinear errors-in-variables model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12)

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Cites work

• A Simplex Method for Function Minimization
• Consistency of elementwise-weighted total least squares estimator in a multivariate errors-in-variables model \(AX=B\)
• Consistency of the structured total least squares estimator in a multivariate errors-in-variables model
• scientific article; zbMATH DE number 47363 (Why is no real title available?)
• scientific article; zbMATH DE number 3017040 (Why is no real title available?)
• scientific article; zbMATH DE number 918103 (Why is no real title available?)
• Identifiability of errors in variables dynamic systems
• On least-squares identification of stochastic linear systems with noisy input-output data
• On the Asymptotic Bias of Wald-Type Estimators of a Straight Line when Both Variables are Subject to Error
• Perspectives on errors-in-variables estimation for dynamic systems
• The Fitting of Straight Lines When both Variables are Subject to Error
• The Geometry of Algorithms with Orthogonality Constraints

Cited in

(6)

• Editorial: Total least squares and errors-in-variables modeling
• Variance estimation in the change analysis of a linear regression model
• Estimation methods for the LRD parameter under a change in the mean
• Inferences for the Linear Errors-in-Variables With Changepoint Mode
• Inference on the change point estimator of variance in measurement error models
• An Estimate of a Change Point in Variance of Measurement Errors and Its Convergence Rate

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