Conditions for the consistency of the total least squares estimator in an errors-in-variables linear regression model
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Publication:2890731
DOI10.1090/S0094-9000-2012-00850-8zbMath1328.62345OpenAlexW2030432233MaRDI QIDQ2890731
Publication date: 11 June 2012
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0094-9000-2012-00850-8
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Point estimation (62F10) Analysis of variance and covariance (ANOVA) (62J10)
Related Items (4)
EIV-based interference alignment scheme with CSI uncertainties ⋮ Consistency of the total least squares estimator in the linear errors-in-variables regression ⋮ Goodness-of-fit test in a multivariate errors-in-variables model \(AX = B\) ⋮ Consistency of the orthogonal regression estimator in an implicit linear model with errors in variables
Cites Work
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- Estimation in a multivariate errors in variables regression model: Large sample results
- Wavelets, approximation, and statistical applications
- Consistency of the structured total least squares estimator in a multivariate errors-in-variables model
- 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
- Perturbation bounds in connection with singular value decomposition
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