Estimation in a multivariate errors in variables regression model: Large sample results
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Publication:1169995
DOI10.1214/aos/1176345330zbMath0496.62049OpenAlexW2071327759MaRDI QIDQ1169995
Publication date: 1981
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345330
linear functional equationsmaximum likelihood estimatorsstrong consistencygeneralized least squaresapproximate confidence regionsmultivariate errors in variables regression modelorthogonally invariant norm
Multivariate distribution of statistics (62H10) Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)
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