Unitarily invariant errors-in-variables estimation

DOI10.1007/S00362-016-0800-9zbMATH Open1351.62072OpenAlexW2464216628MaRDI QIDQ2374435FDOQ2374435

Authors Michal Pešta 

Publication date 15 December 2016

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-016-0800-9

zbMATH Keywords

invarianceerrors-in-variables modeltotal least squaresequivarianceunitarily invariant matrix norm

Mathematics Subject Classification ID

Point estimation (62F10) Linear inference, regression (62J99) Estimation in multivariate analysis (62H12) Stochastic matrices (15B51)

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Cites work

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• An Analysis of the Total Least Squares Problem
• 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
• Distinctness of the eigenvalues of a quadratic form in a multivariate sample
• Estimation in a multivariate errors in variables regression model: Large sample results
• Estimation of a linear transformation
• Principal submatrices. IX: Interlacing inequalities for singular values of submatrices
• SYMMETRIC GAUGE FUNCTIONS AND UNITARILY INVARIANT NORMS
• The Fitting of Straight Lines When both Variables are Subject to Error
• Total least squares and bootstrapping with applications in calibration

Cited in

(4)

• Effective estimates for unirationality
• Bias and covariance of the least squares estimate in a structured errors-in-variables problem
• EIV regression with bounded errors in data: total `least squares' with Chebyshev norm
• On the reliability of errors-in-variables models

Describes a project that uses

Uses Software

• VanHuffel

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