Total least squares and bootstrapping with applications in calibration
DOI10.1080/02331888.2012.658806zbMATH Open1440.62143OpenAlexW2049704111MaRDI QIDQ2863083FDOQ2863083
Authors: Michal Pešta 
Publication date: 21 November 2013
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2012.658806
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Nonparametric estimation (62G05) Linear regression; mixed models (62J05) Applications of statistics in engineering and industry; control charts (62P30) Nonparametric statistical resampling methods (62G09)
Cites Work
- Some asymptotic theory for the bootstrap
- An Analysis of the Total Least Squares Problem
- Title not available (Why is that?)
- Estimation in a multivariate errors in variables regression model: Large sample results
- Prescribing a System of Random Variables by Conditional Distributions
- Consistency of regression estimates when some variables are subject to error
- Weakly approaching sequences of random distributions
- Note on the Berry-Esseen Theorem
Cited In (10)
- Bootstrapping generalized linear models to accommodate overdispersed count data
- Asymptotics for weakly dependent errors-in-variables
- Unitarily invariant errors-in-variables estimation
- Non-asymptotic confidence regions for the parameters of EIV systems
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- EIV regression with bounded errors in data: total `least squares' with Chebyshev norm
- Changepoint estimation for dependent and non-stationary panels.
- Double bootstrapping for visualizing the distribution of descriptive statistics of functional data
- Regularized fingerprinting in detection and attribution of climate change with weight matrix optimizing the efficiency in scaling factor estimation
- Block bootstrap for dependent errors-in-variables
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