Pages that link to "Item:Q796217"

The following pages link to Estimation for the multivariate errors-in-variables model with estimated error covariance matrix (Q796217):

Displaying 49 items.

• The synthesis of regression slopes in meta-analysis (Q449775) (← links)
• Estimation and inference of error-prone covariate effect in the presence of confounding variables (Q521309) (← links)
• Asymptotic variance-covariance matrices for the linear structural model (Q537289) (← 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)
• Testing linear hypotheses in errors in variables model (Q749117) (← links)
• Estimating linear statistical relationships (Q795440) (← links)
• A note on the limiting distribution of certain characteristic roots (Q908624) (← links)
• Linear latent variable models and covariance structures (Q915307) (← links)
• Estimation in a linear multivariate measurement error model with a change point in the data (Q1019201) (← 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)
• A simple alternative derivation of a useful theorem in linear ''errors-in- variables'' regression models together with some clarifications (Q1090033) (← links)
• The asymptotic distribution of the likelihood ratio criterion for testing rank in multivariate components of variances (Q1120209) (← links)
• Estimation of partial linear error-in-variables models with validation data (Q1290936) (← links)
• Frequency-domain system identification using non-parametric noise models estimated from a small number of data sets (Q1362427) (← links)
• On parameter estimation for semi-linear errors-in-variables models (Q1383909) (← links)
• Improved nonnegative estimation of multivariate components of variance (Q1583898) (← links)
• Asymptotic properties for LS estimators in EV regression model with dependent errors (Q1635013) (← links)
• Limiting distribution of roots with differential rates of convergence (Q1801886) (← links)
• Likelihood inference in the errors-in-variables model (Q1817490) (← links)
• Maximum likelihood estimation of covariance matrices under simple tree ordering (Q1877007) (← links)
• Strong law of large numbers for weighted sums of random variables and its applications in EV regression models (Q2121212) (← links)
• Comparing estimation methods of non-stationary errors-in-variables models (Q2195520) (← links)
• On the accuracy of a covariance matching method for continuous-time errors-in-variables identification (Q2350747) (← links)
• Maximum likelihood estimation of Wishart mean matrices under Löwner order restrictions (Q2372136) (← links)
• Non-existence of the first moment of the adjusted least squares estimator in multivariate errors-in-variables model (Q2432630) (← links)
• On the difference between ML and REML estimators in the modelling of multivariate longitudinal data (Q2485981) (← links)
• Multivariate EIV models (Q2976171) (← links)
• Multivariate linear ultrastructural relationships model (Q3135282) (← links)
• Computation of the factorized error covariance of the difference between correlated estimators (Q3352950) (← links)
• Empirical process based on the recursive residuals in functional measurement error models (Q3409005) (← links)
• Consistent estimator in multivariate errors-in-variables model in the case of unknown error covariance structure (Q3505445) (← links)
• Multivariate components of covariance model in unbalanced case (Q3787317) (← links)
• Errors in variables estimation in the presence of serially correlated observations (Q3972911) (← links)
• Multivariate linear model with latent variables: Problems of estimation (Q4030907) (← links)
• AN ESTIMATION METHOD IN TIME SERIES ERRORS-IN-VARIABLES MODELS (Q4506012) (← links)
• On estimation of parameters in the bivariate linear errors-in-variables model (Q4522940) (← links)
• ON CONSISTENCY OF LS ESTIMATORS IN THE ERRORS-IN-VARIABLE REGRESSION MODEL (Q4628412) (← links)
• On the distribution of some test statistics connected with the multivariate linear functional relationship model (Q4720569) (← links)
• Corrected-loss joint estimation in a linear EV model (Q5209406) (← 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)
• Strongly consistent estimation for a multivariate linear relationship model with estimated covariances matrix (Q5943681) (← links)
• Sufficient and necessary conditions for the strong consistency of LS estimators in simple linear EV regression models (Q6074368) (← links)
• Strong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variables (Q6116724) (← links)
• Strong convergence for weighted sums of \((\alpha, \beta)\)-mixing random variables and application to simple linear EV regression model (Q6595253) (← links)