New multivariate central limit theorems in linear structural and functional error-in-variables models (Q2426809)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New multivariate central limit theorems in linear structural and functional error-in-variables models |
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New multivariate central limit theorems in linear structural and functional error-in-variables models (English)
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14 May 2008
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linear structural/functional error-in-variables model
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measurement errors
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explanatory variables
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domain of attraction
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normal law
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slowly varying function
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identifiability assumptions
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generalized/modified least squares estimator
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central limit theorem
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multivariate Student statistic
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positive definite matrix
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Cholesky square root of a matrix
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symmetric positive definite square root of a matrix
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Lindeberg's condition
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generalized domain of attraction
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multivariate normal law
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spherically symmetric random vector
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full random vector
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