Pages that link to "Item:Q1169995"

The following pages link to Estimation in a multivariate ''errors in variables'' regression model: Large sample results (Q1169995):

Displaying 50 items.

• On a basic multivariate EIV model with linear equality constraints (Q273289) (← links)
• Goodness-of-fit test in a multivariate errors-in-variables model \(AX = B\) (Q502542) (← links)
• Implicitly-weighted total least squares (Q541921) (← links)
• Statistical inference for functional relationship between the specified and the remainder populations (Q614520) (← links)
• A multivariate ultrastructural errors-in-variables model with equation error (Q618162) (← links)
• Fast and robust estimation of the multivariate errors in variables model (Q619147) (← links)
• Measurement error models with nonconstant covariance matrices (Q700144) (← links)
• Total least squares adjustment in partial errors-in-variables models: algorithm and statistical analysis (Q727456) (← links)
• Estimating a mean matrix: boosting efficiency by multiple affine shrinkage (Q734400) (← links)
• On the accuracy of total least squares and least squares techniques in the presence of errors on all data (Q912059) (← links)
• Model checking in errors-in-variables regression (Q957322) (← links)
• Smoothing splines estimators in functional linear regression with errors-in-variables (Q1020144) (← links)
• On the nonsingularity of principal submatrices of a random orthogonal matrix (Q1066542) (← links)
• Instrumental variable estimator for the nonlinear errors-in-variables model (Q1067737) (← links)
• Estimation in multivariate errors-in-variables models (Q1069614) (← links)
• Generalized least squares estimation of the functional multivariate linear errors-in-variables model (Q1090032) (← links)
• Algebraic relationships between classical regression and total least- squares estimation (Q1094861) (← links)
• Algebraic connections between the least squares and total least squares problems (Q1114307) (← links)
• Asymptotic properties for LS estimators in EV regression model with dependent errors (Q1635013) (← links)
• Estimators of slopes in linear errors-in-variables regression models when the predictors have known reliability matrix (Q1802433) (← links)
• Semi-parametric estimation in the nonlinear structural errors-in-variables model (Q1848855) (← links)
• Comparing consistent estimators in comparative calibration models (Q1973321) (← links)
• On the use of repeated measurement errors in linear regression models (Q2044770) (← links)
• Statistical modeling and an adaptive averaging technique for strong convergence of the dynamic mode decomposition (Q2088764) (← links)
• Strong consistency of the projected total least squares dynamic mode decomposition for datasets with random noise (Q2111579) (← links)
• Consistent estimation in measurement error models with near singular covariance (Q2124820) (← links)
• Condition numbers of multidimensional mixed least squares-total least squares problems (Q2143074) (← links)
• A contribution to the conditioning of the mixed least-squares scaled total least-squares problem (Q2153953) (← links)
• EIV regression with bounded errors in data: total `least squares' with Chebyshev norm (Q2175654) (← links)
• Inference in a linear functional relationship with replications (Q2244847) (← links)
• A graph subspace approach to system identification based on errors-in-variables system models (Q2280934) (← links)
• Exact finite-sample bias and MSE reduction in a simple linear regression model with measurement error (Q2329868) (← links)
• Unitarily invariant errors-in-variables estimation (Q2374435) (← links)
• Consistency of the total least squares estimator in the linear errors-in-variables regression (Q2414850) (← links)
• Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example (Q2489494) (← links)
• Nonparametric estimation for quadratic regression (Q2495425) (← links)
• Robust estimation in functional comparative calibration models via maximum \(\mathrm{L}q\)-likelihood (Q2679730) (← links)
• Regularized fingerprinting in detection and attribution of climate change with weight matrix optimizing the efficiency in scaling factor estimation (Q2686029) (← links)
• (Q2750817) (← links)
• Total least squares and bootstrapping with applications in calibration (Q2863083) (← links)
• Asymptotics for weakly dependent errors-in-variables (Q2868778) (← links)
• Conditions for the consistency of the total least squares estimator in an errors-in-variables linear regression model (Q2890731) (← links)
• On the asymptotic optimality of orthoregressional estimators (Q2959213) (← links)
• Block bootstrap for dependent errors-in-variables (Q2979966) (← links)
• Consistency of the orthogonal regression estimator in an implicit linear model with errors in variables (Q3120616) (← links)
• On testing linear hypotheses on linear functional and structural relationships (Q3135517) (← links)
• Approximate inference in multivariate nonlinear functional relationships (Q3201355) (← links)
• Empirical process based on the recursive residuals in functional measurement error models (Q3409005) (← links)
• Hypothesis Testing in Functional Comparative Calibration Models (Q3424225) (← links)
• Large-sample comparisons of calibration procedures when both measurements are subject to error: the unreplicated case (Q3474073) (← links)