Pages that link to "Item:Q1169995"
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The following pages link to Estimation in a multivariate ''errors in variables'' regression model: Large sample results (Q1169995):
Displaying 26 items.
- On w-estimators of a linear functional relationship (Q3474075) (← links)
- ADAPTIVE ESTIMATORS OF A MEAN MATRIX: TOTAL LEAST SQUARES VERSUS TOTAL SHRINKAGE (Q3632385) (← links)
- Consistency of regression estimates when some variables are subject to error (Q3662460) (← links)
- Latent root regression: a biased regression methodology for use with collinear predictor variables (Q3729848) (← links)
- Sow aspects of robustness in thr functional errors-in-variables regression model (Q3959962) (← links)
- Comparison of total least squares and instrumental variable methods for parameter estimation of transfer function models (Q4207852) (← links)
- LARGE SAMPLE ANALYSIS OF AUTOREGRESSIVE MOVING-AVERAGE MODELS WITH ERRORS IN VARIABLES (Q4324814) (← links)
- Local Influence in Comparative Calibration Models (Q4330139) (← links)
- ON CONSISTENCY OF LS ESTIMATORS IN THE ERRORS-IN-VARIABLE REGRESSION MODEL (Q4628412) (← links)
- Ultrastructural elliptical models (Q4715848) (← links)
- SPECIFICATION TESTING FOR ERRORS-IN-VARIABLES MODELS (Q4959132) (← links)
- Consistent estimation for an errors-in-variables model based on constrained total least squares problems (Q5047147) (← links)
- Maximum Lq-likelihood Estimation in Functional Measurement Error Models (Q5089467) (← links)
- Strong convergence for the dynamic mode decomposition based on the total least squares to noisy datasets (Q5121398) (← links)
- MDP for estimators in EV regression models with α-mixing errors (Q5263972) (← links)
- The loglog law for LS estimator in simple linear EV regression models (Q5402588) (← links)
- The Central Limit Theorem for LS Estimator in Simple Linear EV Regression Models (Q5421575) (← links)
- An Empirical Comparison of Estimating Methods for the Ramberg–Osgood EIV Model (Q5481627) (← links)
- Errors-in-variables methods in system identification (Q5920466) (← links)
- Inference in multivariate regression models with measurement errors (Q6050724) (← links)
- Condition numbers of the mixed least squares-total least squares problem revisited (Q6115879) (← links)
- Consistent estimation with the use of orthogonal projections for a linear regression model with errors in the variables (Q6141069) (← links)
- Sterling interpolation method for precision estimation of total least squares (Q6171286) (← links)
- Total least squares bias in climate fingerprinting regressions with heterogeneous noise variances and correlated explanatory variables (Q6626648) (← links)
- Uncertainty quantification for noisy inputs-outputs in physics-informed neural networks and neural operators (Q6663284) (← links)
- MEEF criterion-based spline adaptive filtering algorithm and its application (Q6665135) (← links)
