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

zbMATH Keywords

asymptotic normalityconsistencyerrors-in-variables modelsadjusted least squaresbilinear multivariate measurement error modelssmall sample modification

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05)

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Cited in

(13)

• scientific article; zbMATH DE number 1748549 (Why is no real title available?)
• Two steps generalized maximum entropy estimation procedure for fitting linear regression when both covariates are subject to error
• Erratum to: ``Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model \(AX = B\)
• Consistent estimation in an implicit quadratic measurement error model
• On TLS formulation and core reduction for data fitting with generalized models
• Consistent estimator in multivariate errors-in-variables model in the case of unknown error covariance structure
• Consistency of an adjusted least-squares estimator in a vector linear model with measurement errors
• Interval estimation for a simple bilinear model
• Frisch scheme identification for dynamic diagonal bilinear models
• 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 \(AX=B\)
• A corrected \(T(q)\)-likelihood estimator for the exponential structural measurement error model
• Krylov Subspace Approach to Core Problems within Multilinear Approximation Problems: A Unifying Framework

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