EIV regression with bounded errors in data: total `least squares' with Chebyshev norm
From MaRDI portal
Publication:2175654
Recommendations
- Regularization in Regression with Bounded Noise: A Chebyshev Center Approach
- Regularized Total Least Squares: Computational Aspects and Error Bounds
- Error estimates for the regularization of least squares problems
- Error bounds for computed least squares estimators
- A Minimax Chebyshev Estimator for Bounded Error Estimation
- Publication:5753399
- scientific article; zbMATH DE number 1748539
Cites work
- scientific article; zbMATH DE number 3690480 (Why is no real title available?)
- scientific article; zbMATH DE number 51511 (Why is no real title available?)
- scientific article; zbMATH DE number 1748549 (Why is no real title available?)
- A generalization of the Eckart-Young-Mirsky matrix approximation theorem
- An Analysis of the Total Least Squares Problem
- An interior-point method for generalized linear-fractional programming
- An interior-point method for multifractional programs with convex constraints
- Asymptotics for weakly dependent errors-in-variables
- Compatibility of approximate solution of linear equations with given error bounds for coefficients and right-hand sides
- Consistency of elementwise-weighted total least squares estimator in a multivariate errors-in-variables model \(AX=B\)
- Consistency of regression estimates when some variables are subject to error
- Consistent estimation of regression coefficients in ultrastructural measurement error model using stochastic prior information
- Constructing Instruments for Regressions With Measurement Error When no Additional Data are Available, with An Application to Patents and R&D
- Distinctness of the eigenvalues of a quadratic form in a multivariate sample
- Efficient estimation in the errors in variables model
- Errors in Variables
- Estimation in a multivariate errors in variables regression model: Large sample results
- Higher moment estimators for linear regression models with errors in the variables
- Measurement errors in dynamic models
- Minimum distance estimation of the errors-in-variables model using linear cumulant equations
- Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences
- Replicated measurement error model under exact linear restrictions
- Strongly consistent estimation in dependent errors-in-variables
- TWO-STEP GMM ESTIMATION OF THE ERRORS-IN-VARIABLES MODEL USING HIGH-ORDER MOMENTS
- The complexity of computation and approximation of the \(t\)-ratio over one-dimensional interval data
- The element-wise weighted total least-squares problem
- The identification of logistic regression models with errors in the variables
- Total least squares and bootstrapping with applications in calibration
- Two optimization problems in linear regression with interval data
- Unitarily invariant errors-in-variables estimation
Cited in
(3)
This page was built for publication: EIV regression with bounded errors in data: total `least squares' with Chebyshev norm
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2175654)