EIV regression with bounded errors in data: total `least squares' with Chebyshev norm
DOI10.1007/s00362-017-0939-zzbMath1437.62257OpenAlexW2739921905MaRDI QIDQ2175654
Milan Hladík, Michal Černý, Jaromír Antoch
Publication date: 29 April 2020
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-017-0939-z
errors-in-variablestotal least squaresmeasurement error modelsbounded error distributionsChebyshev matrix normgeneralized linear-fractional programming
Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Fractional programming (90C32) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60)
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An Analysis of the Total Least Squares Problem
- Consistent estimation of regression coefficients in ultrastructural measurement error model using stochastic prior information
- Minimum distance estimation of the errors-in-variables model using linear cumulant equations
- Replicated measurement error model under exact linear restrictions
- The element-wise weighted total least-squares problem
- A generalization of the Eckart-Young-Mirsky matrix approximation theorem
- Efficient estimation in the errors in variables model
- Estimation in a multivariate errors in variables regression model: Large sample results
- Higher moment estimators for linear regression models with errors in the variables
- The complexity of computation and approximation of the \(t\)-ratio over one-dimensional interval data
- The identification of logistic regression models with errors in the variables
- Consistency of elementwise-weighted total least squares estimator in a multivariate errors-in-variables model \(AX=B\)
- An interior-point method for multifractional programs with convex constraints
- An interior-point method for generalized linear-fractional programming
- Unitarily invariant errors-in-variables estimation
- Compatibility of approximate solution of linear equations with given error bounds for coefficients and right-hand sides
- Distinctness of the eigenvalues of a quadratic form in a multivariate sample
- Total least squares and bootstrapping with applications in calibration
- Asymptotics for weakly dependent errors-in-variables
- Two optimization problems in linear regression with interval data
- Consistency of regression estimates when some variables are subject to error
- Constructing Instruments for Regressions With Measurement Error When no Additional Data are Available, with An Application to Patents and R&D
- Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences
- TWO-STEP GMM ESTIMATION OF THE ERRORS-IN-VARIABLES MODEL USING HIGH-ORDER MOMENTS
- MEASUREMENT ERRORS IN DYNAMIC MODELS
- Errors in Variables
This page was built for publication: EIV regression with bounded errors in data: total `least squares' with Chebyshev norm
