Consistent estimation in the bilinear multivariate errors-in-variables model
DOI10.1007/S001840200217zbMATH Open1433.62073OpenAlexW1514389375MaRDI QIDQ745484FDOQ745484
Authors: Ivan Markovsky, A. Kukush, Sabine Van Huffel 
Publication date: 14 October 2015
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://eprints.soton.ac.uk/263292/1/axb_published.pdf
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asymptotic normalityconsistencyerrors-in-variables modelsadjusted least squaresbilinear multivariate measurement error modelssmall sample modification
Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)
Cited In (13)
- On TLS formulation and core reduction for data fitting with generalized models
- A corrected \(T(q)\)-likelihood estimator for the exponential structural measurement error model
- Interval estimation for a simple bilinear model
- Consistent estimation in an implicit quadratic measurement error model
- Consistent estimator in multivariate errors-in-variables model in the case of unknown error covariance structure
- Corrected \(T(q)\)-likelihood estimator in a generalized linear structural regression model with measurement errors
- Consistency of elementwise-weighted total least squares estimator in a multivariate errors-in-variables model \(AX=B\)
- Title not available (Why is that?)
- Erratum to: ``Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model \(AX = B\)
- Two steps generalized maximum entropy estimation procedure for fitting linear regression when both covariates are subject to error
- Frisch scheme identification for dynamic diagonal bilinear models
- Consistency of an adjusted least-squares estimator in a vector linear model with measurement errors
- Krylov Subspace Approach to Core Problems within Multilinear Approximation Problems: A Unifying Framework
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