Conditions for the consistency of the total least squares estimator in an errors-in-variables linear regression model

DOI10.1090/S0094-9000-2012-00850-8zbMath1328.62345OpenAlexW2030432233MaRDI QIDQ2890731

Sergiy Shklyar

Publication date: 11 June 2012

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0094-9000-2012-00850-8

zbMATH Keywords

errors in variableslinear regressiontotal least squares estimatororthogonal regression

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Point estimation (62F10) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (4)

EIV-based interference alignment scheme with CSI uncertainties ⋮ Consistency of the total least squares estimator in the linear errors-in-variables regression ⋮ Goodness-of-fit test in a multivariate errors-in-variables model \(AX = B\) ⋮ Consistency of the orthogonal regression estimator in an implicit linear model with errors in variables

Cites Work

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• Estimation in a multivariate errors in variables regression model: Large sample results
• Wavelets, approximation, and statistical applications
• Consistency of the structured total least squares estimator in a multivariate errors-in-variables model
• Consistency of elementwise-weighted total least squares estimator in a multivariate errors-in-variables model \(AX=B\)
• Consistency of regression estimates when some variables are subject to error
• Perturbation bounds in connection with singular value decomposition

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