Asymptotic normality of element-wise weighted total least squares estimator in a multivariate errors-in-variables model

zbMath1374.62014arXiv1702.00842MaRDI QIDQ5271629

Ya. V. Tsaregorodtsev

Publication date: 11 July 2017

Full work available at URL: https://arxiv.org/abs/1702.00842

zbMATH Keywords

asymptotic normalitymultivariate errors-in-variables modelheteroscedastic errorselement-wise weighted total least squares estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

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