Consistent estimation of regression coefficients in ultrastructural measurement error model using stochastic prior information

DOI10.1007/s00362-008-0162-zzbMath1247.62141OpenAlexW2106149341MaRDI QIDQ451451

J. Herrera, D. Rodríguez-Gómez

Publication date: 23 September 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-008-0162-z

zbMATH Keywords

ultrastructural modelstochastic linear restrictionsreliability matrixconsistent estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Parametric inference under constraints (62F30) Monte Carlo methods (65C05)

Related Items

Mixed Liu estimator in linear measurement error models, EIV regression with bounded errors in data: total `least squares' with Chebyshev norm, Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors, Coefficient of determination for multiple measurement error models, Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error model, Weighted Stochastic Restricted Estimation in Linear Measurement Error Models, Goodness of fit in restricted measurement error models, Replicated measurement error model under exact linear restrictions, Stochastic restricted estimation in partially linear additive errors-in-variables models

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