scientific article; zbMATH DE number 1516535
The following linear regression model with errors in the variables is considered: \[ y_i=\xi_i\beta+\delta_i,\quad x_i=\xi_i+\varepsilon_i,\qquad i=1,\dots,n, \] where \(x_i\), \(y_i\) are vectors of observations, \(\beta_0\) is an unknown (matrix) parameter to be estimated, \(\xi_i\) are nuisance parameters, \(\delta_i\), \(\varepsilon_i\) are zero-mean random errors (stationary and weakly dependent for different \(i\)). The weighted least squares estimator \(\hat\beta\) is considered which minimizes \[ F_n(\beta)=n^{-1}\sum_{i=1}^n\min_\xi \|(y_i-\xi\beta;x_i-\xi)W^{-1/2}\|^2. \] It is shown that consistency of the estimate \(\hat\beta\) is equivalent to the condition \(W=c\Gamma,\) where \(\Gamma\) is the covariance matrix of \((\delta_i,\varepsilon_i)\).
- scientific article; zbMATH DE number 1409873
- Asymptotic properties in space and time of an estimator in nonlinear functional errors-in-variables models
- Conditions for the consistency of the total least squares estimator in an errors-in-variables linear regression model
- A consistent estimator in general functional errors-in-variables models.
- On consistency of the least squares estimators in linear errors-in-variables models with infinite variance errors
- Consistency for the least squares estimator in a transfer function model
- Consistency of an adjusted least-squares estimator in a vector linear model with measurement errors
- scientific article; zbMATH DE number 1748548 (Why is no real title available?)
- scientific article; zbMATH DE number 1409873 (Why is no real title available?)
- A consistent estimator in general functional errors-in-variables models.
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