Estimation in multivariate errors-in-variables models

DOI10.1016/0024-3795(85)90052-7zbMath0584.62080OpenAlexW2039302315MaRDI QIDQ1069614

Tak K. Mak, Nai N. Chan

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

asymptotic resultserrors-in-variablesgeneralized least-squares methodmaximum- likelihoodknown and unknown error covariance matrixstructural and the functional cases

Mathematics Subject Classification ID

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

Cites Work

• Estimating linear statistical relationships
• 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
• Efficiency of estimating equations and the use of pivots
• An inequality with application to multivariate analysis
• Maximum likelihood estimation in a multivariate ‘errors in variables’ regression model with unknown error covariance matrix
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