Consistency of elementwise-weighted total least squares estimator in a multivariate errors-in-variables model \(AX=B\)

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Related Items (16)

On a basic multivariate EIV model with linear equality constraints ⋮ Conditions for the consistency of the total least squares estimator in an errors-in-variables linear regression model ⋮ Unitarily invariant errors-in-variables estimation ⋮ Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model \(AX = B\) ⋮ Consistency of an adjusted least-squares estimator in a vector linear model with measurement errors ⋮ EIV-based interference alignment scheme with CSI uncertainties ⋮ EIV regression with bounded errors in data: total `least squares' with Chebyshev norm ⋮ Consistency of the total least squares estimator in the linear errors-in-variables regression ⋮ On solutions of the quaternion matrix equation \(AX=B\) and their applications in color image restoration ⋮ Goodness-of-fit test in a multivariate errors-in-variables model \(AX = B\) ⋮ The element-wise weighted total least-squares problem ⋮ Consistency of the structured total least squares estimator in a multivariate errors-in-variables model ⋮ Estimation in a linear multivariate measurement error model with a change point in the data ⋮ Local influence assessment in heteroscedastic measurement error models ⋮ Perturbation analysis and condition numbers of scaled total least squares problems ⋮ Consistency of the orthogonal regression estimator in an implicit linear model with errors in variables

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