Consistency of regression estimates when some variables are subject to error
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Publication:3662460
DOI10.1080/03610928208828287zbMATH Open0515.62064OpenAlexW2049104464MaRDI QIDQ3662460FDOQ3662460
Publication date: 1982
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/3259
errors-in-variables modelweak consistencymaximum likelihood estimateconsistency of regression estimates
Cites Work
- Asymptotic Normality and Consistency of the Least Squares Estimators for Families of Linear Regressions
- Distinctness of the eigenvalues of a quadratic form in a multivariate sample
- Estimation in a multivariate errors in variables regression model: Large sample results
- Weak and strong consistency of the least squares estimators in regression models
- Strong consistency of least squares estimates in multiple regression
- Estimating structural and functional relationships
- Strong consistency of least squares estimates in normal linear regression
- Properties of some estimators for the errors-in-variables model
Cited In (17)
- Consistency of the structured total least squares estimator in a multivariate errors-in-variables model
- The asymptotic normality of an adjusted least squares estimator in a multivariate vector errors-in-variables regression model
- Total least squares and bootstrapping with applications in calibration
- Sow aspects of robustness in thr functional errors-in-variables regression model
- Asymptotics for weakly dependent errors-in-variables
- Consistency of the total least squares estimator in the linear errors-in-variables regression
- Unitarily invariant errors-in-variables estimation
- Conditions for the consistency of the total least squares estimator in an errors-in-variables linear regression model
- Algebraic connections between the least squares and total least squares problems
- Consistency of the orthogonal regression estimator in an implicit linear model with errors in variables
- Comparison of total least squares and instrumental variable methods for parameter estimation of transfer function models
- A graph subspace approach to system identification based on errors-in-variables system models
- EIV regression with bounded errors in data: total `least squares' with Chebyshev norm
- Analysis of the generalized total least squares problem \(AX\approx B\) when some columns of \(A\) are free of error
- Consistency of an adjusted least-squares estimator in a vector linear model with measurement errors
- Block bootstrap for dependent errors-in-variables
- The element-wise weighted total least-squares problem
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