Estimating linear statistical relationships
DOI10.1214/AOS/1176346390zbMATH Open0542.62039OpenAlexW2051417316MaRDI QIDQ795440FDOQ795440
Authors: T. W. Anderson
Publication date: 1984
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176346390
Recommendations
identificationprincipal component analysissurvey papersimultaneous equations modelsrotationestimating linear statistical relationshipsMaximum likelihood estimators
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Cited In (82)
- A robust-filtering method for noisy non-stationary multivariate time series with econometric applications
- Detecting factors of quadratic variation in the presence of market microstructure noise
- The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances
- Estimation in multivariate errors-in-variables models
- An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity
- Generic global identification in factor analysis
- B-spline estimation of regression functions with errors in variable
- Efficient maximum likelihood estimation in semiparametric mixture models
- Estimation of linear error-in-covariables models with validation data under random censorship
- Asymptotic properties of estimators for autoregressive models with errors in variables
- Errors-in-variables methods in system identification
- MANOVA in the multivariate components of variance model
- Some properties of a lack-of-fit test for a linear errors in variables model
- Regression with errors in variables: estimators based on third order moments
- On detection of the number of signals when the noise covariance matrix is arbitrary
- The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances
- Consistency of modified MLE in EV model with replicated observations
- Robust weighted orthogonal regression in the errors-in-variables model
- Semi-parametric estimation in the nonlinear structural errors-in-variables model
- Comparing estimation methods of non-stationary errors-in-variables models
- Testing lack-of-fit for a polynomial errors-in-variables model
- Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors
- A Taxonomy for Spatiotemporal Connectionist Networks Revisited: The Unsupervised Case
- Estimation in mixed effects model with errors in variables
- Regression and correlation analyses of a linear relation between random intervals
- Algebraic connections between the least squares and total least squares problems
- Asymptotic normality of parametric part in partially linear models with measurement error in the nonparametric part
- Consistent estimation for some nonlinear errors-in-variables models
- A third order optimum property of the ML estimator in a linear functional relationship model and simultaneous equation system in econometrics
- The prejudices of least squares, principal components and common factors schemes
- Instrumental variable estimator for the nonlinear errors-in-variables model
- Two-stage intrumental variable estimators for the nonlinear errors-in- variables model
- Multivariate linear ultrastructural relationships model
- Statistical inference for functional relationship between the specified and the remainder populations
- Linear structural relations: Gradient and Hessian of the fitting function
- On parameter estimation for semi-linear errors-in-variables models
- Multivariate components of covariance model in unbalanced case
- Estimation of variance components in linear mixed measurement error models
- Fitting circles to scattered data: parameter estimates have no moments
- Panel models with interactive effects
- The functional model for error in variables regression: General study and example
- Linear latent variable models and covariance structures
- The contraction of an isolated mono-component system
- Identifiability of factor analysis: Some results and open problems
- On rates of convergence of information theoretic criterion in rank determination of one-way random effects models
- Estimators of slopes in linear errors-in-variables regression models when the predictors have known reliability matrix
- A note on the limiting distribution of certain characteristic roots
- On the convergence of the ordered roots of a sequence of determinantal equations
- LARGE SAMPLE ANALYSIS OF AUTOREGRESSIVE MOVING-AVERAGE MODELS WITH ERRORS IN VARIABLES
- Fitting longitudinal reduced-rank regression models by alternating least squares
- Asympotic study of the multivariate functional model. application to the metric choice in principal component analysis
- Asymptotically honest confidence sets for structural errors-in-variables models
- Frequency-domain system identification using non-parametric noise models estimated from a small number of data sets
- Instrumental variable estimation of factor models with possibly many variables
- Robust estimation of a linear functional relationship
- Inference in multivariate regression models with measurement errors
- Selection of components in principal component analysis: A comparison of methods
- Fisher lecture: Dimension reduction in regression
- Nonlinear eigenvector algorithms for local optimization in multivariate data analysis
- Model checking in errors-in-variables regression
- On the asymptotic optimality of the LIML estimator with possibly many instruments
- Nonparametric regression function estimation with surrogate data and validation sampling
- Exact finite-sample bias and MSE reduction in a simple linear regression model with measurement error
- Specification and identification issues in models involving a latent hierarchical structure
- Indeterminacy problems in factor analysis and optimal principal component analysis
- A confidence set for the slope in the dolby's ultrastructural model
- On w-estimators of a linear functional relationship
- RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES
- Corrected-loss estimation for error-in-variable partially linear model
- Errata correction and supplement to assessing multinormality and ordered covariance matrices in a classical data
- On the relations among regular, equal unique variances, and image factor analysis models
- Measurement error and ANCOVA: Functional and structural relationship approaches
- Asymptotic study of the multivariate functional model in the case of a random number of observations for each mean
- Linear models based on noisy data and the Frisch scheme
- Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example
- An Empirical Comparison of Estimating Methods for the Ramberg–Osgood EIV Model
- Admissible significance tests in simultaneous equation models
- Limiting distribution of roots with differential rates of convergence
- Asymptotic normality of LS estimate in simple linear EV regression model
- About the orthogonal relations in the statistical estimation
- Simultaneous inference for Berkson errors-in-variables regression under fixed design
- \(t\)-type corrected-loss estimation for error-in-variable model
This page was built for publication: Estimating linear statistical relationships
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q795440)