Consistent estimation in the bilinear multivariate errors-in-variables model
From MaRDI portal
Publication:745484
DOI10.1007/s001840200217zbMath1433.62073OpenAlexW1514389375MaRDI QIDQ745484
Ivan Markovsky, Sabine Van Huffel, Alexander G. Kukush
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
consistencyasymptotic normalityerrors-in-variables modelsadjusted least squaresbilinear multivariate measurement error modelssmall sample modification
Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Point estimation (62F10)
Related Items (8)
Krylov Subspace Approach to Core Problems within Multilinear Approximation Problems: A Unifying Framework ⋮ Corrected \(T(q)\)-likelihood estimator in a generalized linear structural regression model with measurement errors ⋮ A corrected $T(q)$-likelihood estimator for the exponential structural measurement error model ⋮ Consistency of an adjusted least-squares estimator in a vector linear model with measurement errors ⋮ 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 ⋮ Consistent estimation in an implicit quadratic measurement error model ⋮ On TLS formulation and core reduction for data fitting with generalized models
This page was built for publication: Consistent estimation in the bilinear multivariate errors-in-variables model
