Strongly consistent estimation in dependent errors-in-variables
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Publication:3171436
zbMATH Open1228.62085MaRDI QIDQ3171436FDOQ3171436
Authors: Michal Pešta 
Publication date: 5 October 2011
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- Consistency of the total least squares estimator in the linear errors-in-variables regression
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)
Cited In (6)
- A note on weak consistency of the elementwise weighted total least squares estimator in a multivariate measurement error model under mild conditions
- Asymptotics for weakly dependent errors-in-variables
- Strongly consistent coefficient estimate for errors-in-variables models
- EIV regression with bounded errors in data: total `least squares' with Chebyshev norm
- SURE estimates under dependence and heteroscedasticity
- Block bootstrap for dependent errors-in-variables
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