Consistent estimation with the use of orthogonal projections for a linear regression model with errors in the variables

DOI10.1016/J.LAA.2023.12.015MaRDI QIDQ6141069zbMATH OpenOpenAlexFDO

Authors Kensuke Aishima

Publication date 22 January 2024

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/2302.06824

zbMATH Keywords

singular value decompositiontotal least squareseigenvalue problemsstrong convergenceRayleigh-Ritz procedure

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Theory of matrix inversion and generalized inverses (15A09)

Abstract: In this paper, we construct an estimator of an errors-in-variables linear regression model. The regression model leads to a constrained total least squares problems with row and column constraints. Although this problem can be numerically solved, it is unknown whether the solution has consistency in the statistical sense. The proposed estimator can be constructed by the use of orthogonal projections and their properties, its strong consistency is naturally proved. Moreover, our asymptotic analysis proves the strong consistency of the total least squares solution of the problem with row and column constraints.

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• scientific article; zbMATH DE number 1748549

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