Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model \(AX = B\)

DOI10.15559/16-VMSTA50zbMath1419.62167arXiv1604.01591MaRDI QIDQ340809

Yaroslav Tsaregorodtsev, Alexander G. Kukush

Publication date: 15 November 2016

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.01591

zbMATH Keywords

asymptotic normalitytotal least squaresmultivariate errors-in-variables model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

Related Items (2)

Goodness-of-fit test in a multivariate errors-in-variables model \(AX = B\) ⋮ A novel dictionary learning method based on total least squares approach with application in high dimensional biological data

Cites Work

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• The element-wise weighted total least-squares problem
• Consistency of elementwise-weighted total least squares estimator in a multivariate errors-in-variables model \(AX=B\)
• Asymptotics for weakly dependent errors-in-variables

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