Total least squares and bootstrapping with applications in calibration

DOI10.1080/02331888.2012.658806MaRDI QIDQ2863083zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

bootstrapcalibrationtotal least squareserrors-in-variables

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Linear regression; mixed models (62J05) Applications of statistics in engineering and industry; control charts (62P30) Nonparametric statistical resampling methods (62G09)

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Cites work

• scientific article; zbMATH DE number 4060392 (Why is no real title available?)
• An Analysis of the Total Least Squares Problem
• Consistency of regression estimates when some variables are subject to error
• Estimation in a multivariate errors in variables regression model: Large sample results
• Note on the Berry-Esseen Theorem
• Prescribing a System of Random Variables by Conditional Distributions
• Some asymptotic theory for the bootstrap
• Weakly approaching sequences of random distributions

Cited in

(10)

• Changepoint estimation for dependent and non-stationary panels.
• 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
• Bootstrapping generalized linear models to accommodate overdispersed count data
• Non-asymptotic confidence regions for the parameters of EIV systems
• Double bootstrapping for visualizing the distribution of descriptive statistics of functional data
• EIV regression with bounded errors in data: total `least squares' with Chebyshev norm
• Unitarily invariant errors-in-variables estimation
• Asymptotics for weakly dependent errors-in-variables
• scientific article; zbMATH DE number 1551905 (Why is no real title available?)

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