Pages that link to "Item:Q2328770"

The following pages link to Improving the weighted least squares estimation of parameters in errors-in-variables models (Q2328770):

Displaying 9 items.

• Total least squares adjustment in partial errors-in-variables models: algorithm and statistical analysis (Q727456) (← links)
• Weighted empirical minimum distance estimators in linear errors-in-variables regression models (Q2123261) (← links)
• Identification of errors-in-variables ARX models using modified dynamic iterative PCA (Q2170725) (← links)
• Bias and covariance of the least squares estimate in a structured errors-in-variables problem (Q2291334) (← links)
• The error variance of LMS with time-varying weights (Q4005159) (← links)
• Jackknife method for the location of gross errors in weighted total least squares (Q5082944) (← links)
• Weighted Empirical Minimum Distance Estimators in Berkson Measurement Error Regression Models (Q5141228) (← links)
• (Q5431193) (← links)
• Complete <i>q</i>-th moment convergence for the maximum of partial sums of m-negatively associated random variables and its application to the EV regression model^* (Q6044284) (← links)