Total least squares and bootstrapping with applications in calibration

DOI10.1080/02331888.2012.658806zbMath1440.62143OpenAlexW2049704111MaRDI QIDQ2863083

Michal Pešta

Publication date: 21 November 2013

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2012.658806

zbMATH Keywords

bootstrapcalibrationerrors-in-variablestotal least squares

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Applications of statistics in engineering and industry; control charts (62P30) Nonparametric statistical resampling methods (62G09)

Related Items (8)

Unitarily invariant errors-in-variables estimation ⋮ EIV regression with bounded errors in data: total `least squares' with Chebyshev norm ⋮ Regularized fingerprinting in detection and attribution of climate change with weight matrix optimizing the efficiency in scaling factor estimation ⋮ Block bootstrap for dependent errors-in-variables ⋮ Asymptotics for weakly dependent errors-in-variables ⋮ Double bootstrapping for visualizing the distribution of descriptive statistics of functional data ⋮ Non-asymptotic confidence regions for the parameters of EIV systems ⋮ Changepoint estimation for dependent and non-stationary panels.

Cites Work

• Unnamed Item
• An Analysis of the Total Least Squares Problem
• Some asymptotic theory for the bootstrap
• Estimation in a multivariate errors in variables regression model: Large sample results
• Consistency of regression estimates when some variables are subject to error
• Weakly approaching sequences of random distributions
• Prescribing a System of Random Variables by Conditional Distributions
• Note on the Berry-Esseen Theorem

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