Pages that link to "Item:Q795440"

The following pages link to Estimating linear statistical relationships (Q795440):

Displaying 50 items.

• Fisher lecture: Dimension reduction in regression (Q449741) (← links)
• Fitting circles to scattered data: parameter estimates have no moments (Q537530) (← links)
• Statistical inference for functional relationship between the specified and the remainder populations (Q614520) (← links)
• Selection of components in principal component analysis: A comparison of methods (Q672963) (← links)
• Some properties of a lack-of-fit test for a linear errors in variables model (Q705031) (← links)
• On the asymptotic optimality of the LIML estimator with possibly many instruments (Q736512) (← links)
• Linear structural relations: Gradient and Hessian of the fitting function (Q749125) (← links)
• A third order optimum property of the ML estimator in a linear functional relationship model and simultaneous equation system in econometrics (Q756349) (← links)
• A robust-filtering method for noisy non-stationary multivariate time series with econometric applications (Q825334) (← links)
• Detecting factors of quadratic variation in the presence of market microstructure noise (Q825352) (← links)
• A note on the limiting distribution of certain characteristic roots (Q908624) (← links)
• On the convergence of the ordered roots of a sequence of determinantal equations (Q910461) (← links)
• Two-stage intrumental variable estimators for the nonlinear errors-in- variables model (Q912559) (← links)
• Linear latent variable models and covariance structures (Q915307) (← links)
• Consistent estimation for some nonlinear errors-in-variables models (Q918108) (← links)
• Model checking in errors-in-variables regression (Q957322) (← links)
• Instrumental variable estimator for the nonlinear errors-in-variables model (Q1067737) (← links)
• Estimation in multivariate errors-in-variables models (Q1069614) (← links)
• Identifiability of factor analysis: Some results and open problems (Q1069619) (← links)
• Algebraic connections between the least squares and total least squares problems (Q1114307) (← links)
• The prejudices of least squares, principal components and common factors schemes (Q1116594) (← links)
• MANOVA in the multivariate components of variance model (Q1117647) (← links)
• The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances (Q1120209) (← links)
• Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors (Q1194033) (← links)
• Fitting longitudinal reduced-rank regression models by alternating least squares (Q1205744) (← links)
• The contraction of an isolated mono-component system (Q1326993) (← links)
• On rates of convergence of information theoretic criterion in rank determination of one-way random effects models (Q1335365) (← links)
• Asymptotically honest confidence sets for structural errors-in-variables models (Q1354377) (← links)
• Frequency-domain system identification using non-parametric noise models estimated from a small number of data sets (Q1362427) (← links)
• Nonlinear eigenvector algorithms for local optimization in multivariate data analysis (Q1369295) (← links)
• Generic global identification in factor analysis (Q1369298) (← links)
• On parameter estimation for semi-linear errors-in-variables models (Q1383909) (← links)
• Robust weighted orthogonal regression in the errors-in-variables model (Q1421860) (← links)
• Testing lack-of-fit for a polynomial errors-in-variables model (Q1432848) (← links)
• Estimation of linear error-in-covariables models with validation data under random censorship (Q1587361) (← links)
• The asymptotic covariance matrix of maximum-likelihood estimates in factor analysis: The case of nearly singular matrix of estimates of unique variances (Q1595146) (← links)
• Consistency of modified MLE in EV model with replicated observations (Q1609640) (← links)
• Panel models with interactive effects (Q1792467) (← links)
• Limiting distribution of roots with differential rates of convergence (Q1801886) (← links)
• Estimators of slopes in linear errors-in-variables regression models when the predictors have known reliability matrix (Q1802433) (← links)
• B-spline estimation of regression functions with errors in variable (Q1807920) (← links)
• Efficient maximum likelihood estimation in semiparametric mixture models (Q1816578) (← links)
• On detection of the number of signals when the noise covariance matrix is arbitrary (Q1822171) (← links)
• Semi-parametric estimation in the nonlinear structural errors-in-variables model (Q1848855) (← links)
• Specification and identification issues in models involving a latent hierarchical structure (Q1869087) (← links)
• Estimation in mixed effects model with errors in variables (Q1882934) (← links)
• Asymptotic properties of estimators for autoregressive models with errors in variables (Q1922415) (← links)
• An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity (Q1926017) (← links)
• Estimation of variance components in linear mixed measurement error models (Q1928355) (← links)
• Asymptotic normality of parametric part in partially linear models with measurement error in the nonparametric part (Q1973315) (← links)