Prediction in polynomial errors-in-variables models

DOI10.15559/20-VMSTA154zbMath1452.62501arXiv2006.14818MaRDI QIDQ2209744

Ivan Senko, Alexander G. Kukush

Publication date: 4 November 2020

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.14818

zbMATH Keywords

predictionconfidence intervalordinary least squaresmultivariate errors-in-variables modelpolynomial errors-in-variables modelconsistent estimator of best prediction

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) General nonlinear regression (62J02)

Related Items (1)

Estimation in a linear errors-in-variables model under a mixture of classical and Berkson errors

Cites Work

• Measurement error in a single regressor
• Consistency and asymptotic normality for a nonparametric prediction under measurement errors
• Consistency of the total least squares estimator in the linear errors-in-variables regression
• Convergence of estimators in the polynomial measurement error model
• Polynomial Regression With Errors in the Variables
• Measurement Error in Nonlinear Models
• Errors-in-variables methods in system identification
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