Consistent estimation for an errors-in-variables model based on constrained total least squares problems

DOI10.14495/jsiaml.14.111OpenAlexW4291733299MaRDI QIDQ5047147

Kensuke Aishima

Publication date: 9 November 2022

Published in: JSIAM Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14495/jsiaml.14.111

zbMATH Keywords

singular value decompositionerrors-in-variablestotal least squaresregression modelconsistency analysis

Mathematics Subject Classification ID

Statistics (62-XX) Systems theory; control (93-XX)

Related Items (1)

Consistent estimation with the use of orthogonal projections for a linear regression model with errors in the variables

Cites Work

• An Analysis of the Total Least Squares Problem
• A generalization of the Eckart-Young-Mirsky matrix approximation theorem
• Estimation in a multivariate errors in variables regression model: Large sample results
• Perturbation theory for the Eckart-Young-Mirsky theorem and the constrained total least squares problem
• The Restricted Total Least Squares Problem: Formulation, Algorithm, and Properties
• The Smallest Perturbation of a Submatrix which Lowers the Rank and Constrained Total Least Squares Problems
• A Recursive Restricted Total Least-Squares Algorithm

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