Consistency of an adjusted least-squares estimator in a vector linear model with measurement errors

DOI10.1007/S11253-013-0748-ZzbMATH Open1282.62158OpenAlexW2045561243MaRDI QIDQ362483FDOQ362483

Authors: I. O. Sen'ko 

Publication date: 22 August 2013

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11253-013-0748-z

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Mathematics Subject Classification ID

General nonlinear regression (62J02)

Cites Work

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• Wavelets, approximation, and statistical applications
• Consistency of elementwise-weighted total least squares estimator in a multivariate errors-in-variables model \(AX=B\)
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• Polynomial Regression With Errors in the Variables
• Consistent estimation in the bilinear multivariate errors-in-variables model
• The efficiency of adjusted least squares in the linear functional relationship.
• Consistent estimator in multivariate errors-in-variables model in the case of unknown error covariance structure
• Consistency of regression estimates when some variables are subject to error
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Cited In (2)

• Consistent estimation approach to tackling collinearity and Berkson-type measurement error in linear regression using adjusted Wald-type estimator
• Convergence of estimators in the polynomial measurement error model

Uses Software

• VanHuffel

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