Errors-in-variables regression and the problem of moments
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Publication:470372
DOI10.1214/11-BJPS173zbMATH Open1298.62110OpenAlexW2040167634MaRDI QIDQ470372FDOQ470372
Authors: Ali Al-Sharadqah, Qizhuo Huang, Nikolai Chernov
Publication date: 12 November 2014
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bjps/1378729980
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Cites Work
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- Consistent estimation in an implicit quadratic measurement error model
- 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
- Fitting conics of specific types to data
- Error analysis for circle fitting algorithms
- Statistical analysis of curve fitting methods in errors-in-variables models
- Title not available (Why is that?)
- Title not available (Why is that?)
- Fitting circles to scattered data: parameter estimates have no moments
Cited In (6)
- Simple linear functional Errors–In–Variables models with correlated errors
- Statistical analysis of curve fitting methods in errors-in-variables models
- Errors-in-Variables and Reverse Regression
- A comparative study for two newly developed estimators for the slope in the functional EIV linear model
- Discriminating between errors-in-variables/simultaneity and misspecification in linear regression models
- Total least squares fitting of \(k\)-spheres in \(n\)-D Euclidean space using an \((n+2)\)-D isometric representation
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