Consistency of the total least squares estimator in the linear errors-in-variables regression

DOI10.15559/18-VMSTA104zbMath1417.62196arXiv1810.09667MaRDI QIDQ2414850

Sergiy Shklyar

Publication date: 17 May 2019

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

Full work available at URL: https://arxiv.org/abs/1810.09667

zbMATH Keywords

errors in variableslinear regressiontotal least squaresfunctional modelstrong consistencymultivariate regressionmeasurement error model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (2)

Prediction in polynomial errors-in-variables models ⋮ Regression analysis of stochastic fatigue crack growth model in a martingale difference framework

Uses Software

• VanHuffel

Cites Work

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