Consistency of elementwise-weighted total least squares estimator in a multivariate errors-in-variables model \(AX=B\)
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Publication:1878990
zbMath1062.62100MaRDI QIDQ1878990
Alexander G. Kukush, Sabine Van Huffel
Publication date: 22 September 2004
Published in: Metrika (Search for Journal in Brave)
consistency; numerical procedure; linear errors-in-variables model; multivariate model; weighted total least squares estimator
62H12: Estimation in multivariate analysis
65F20: Numerical solutions to overdetermined systems, pseudoinverses
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