Non-existence of the first moment of the adjusted least squares estimator in multivariate errors-in-variables model

DOI10.1007/S00184-006-0029-ZzbMATH Open1098.62085OpenAlexW1974005738MaRDI QIDQ2432630FDOQ2432630

Authors: Chi-Lun Cheng, A. Kukush 

Publication date: 25 October 2006

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-006-0029-z

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zbMATH Keywords

Structural modelFunctional modelAdjusted least squaresEquation error modelInfinite first momentLinear multivariate errors-in-variables model

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• The Importance of Assessing Measurement Reliability in Multivariate Regression
• A Small Sample Estimator for a Polynomial Regression with Errors in the Variables

Cited In (18)

• Simple linear functional Errors–In–Variables models with correlated errors
• Statistical analysis of curve fitting methods in errors-in-variables models
• The asymptotic normality of an adjusted least squares estimator in a multivariate vector errors-in-variables regression model
• Use of prior information in the consistent estimation of regression coefficients in measurement error models
• Coefficient of determination for multiple measurement error models
• Consistent ridge estimation for replicated ultrastructural measurement error models
• Consistent estimation in an implicit quadratic measurement error model
• Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error model
• Consistent estimation of regression coefficients in ultrastructural measurement error model using stochastic prior information
• A comparative study for two newly developed estimators for the slope in the functional EIV linear model
• Weighted Stochastic Restricted Estimation in Linear Measurement Error Models
• Errors-in-variables regression and the problem of moments
• Fitting circles to scattered data: parameter estimates have no moments
• Hyper least squares fitting of circles and ellipses
• Consistent estimation in measurement error models with near singular covariance
• Goodness of fit in restricted measurement error models
• A New Perspective in Functional EIV Linear Models: Part II
• Replicated measurement error model under exact linear restrictions

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