Non-existence of the first moment of the adjusted least squares estimator in multivariate errors-in-variables model

DOI10.1007/s00184-006-0029-zzbMath1098.62085OpenAlexW1974005738MaRDI QIDQ2432630

Chi-Lun Cheng, Alexander G. Kukush

Publication date: 25 October 2006

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-006-0029-z

zbMATH Keywords

Structural modelFunctional modelAdjusted least squaresEquation error modelInfinite first momentLinear multivariate errors-in-variables model

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Characterization and structure theory of statistical distributions (62E10)

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Cites Work

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• The Importance of Assessing Measurement Reliability in Multivariate Regression
• A Small Sample Estimator for a Polynomial Regression with Errors in the Variables

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