Errors-in-variables regression and the problem of moments
From MaRDI portal
(Redirected from Publication:470372)
Recommendations
Cites work
- scientific article; zbMATH DE number 3782197 (Why is no real title available?)
- scientific article; zbMATH DE number 3541818 (Why is no real title available?)
- scientific article; zbMATH DE number 3216800 (Why is no real title available?)
- Consistent estimation in an implicit quadratic measurement error model
- Error analysis for circle fitting algorithms
- Fitting circles to scattered data: parameter estimates have no moments
- Fitting conics of specific types to data
- Least squares orthogonal distance fitting of curves and surfaces in space.
- Non-existence of the first moment of the adjusted least squares estimator in multivariate errors-in-variables model
- Statistical analysis of curve fitting methods in errors-in-variables models
Cited in
(6)- A comparative study for two newly developed estimators for the slope in the functional EIV linear model
- Total least squares fitting of \(k\)-spheres in \(n\)-D Euclidean space using an \((n+2)\)-D isometric representation
- Simple linear functional Errors–In–Variables models with correlated errors
- Discriminating between errors-in-variables/simultaneity and misspecification in linear regression models
- Errors-in-Variables and Reverse Regression
- Statistical analysis of curve fitting methods in errors-in-variables models
This page was built for publication: Errors-in-variables regression and the problem of moments
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q470372)
