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

DOI10.1016/j.laa.2023.12.015arXiv2302.06824OpenAlexW4390116317MaRDI QIDQ6141069

Kensuke Aishima

Publication date: 22 January 2024

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2302.06824

zbMATH Keywords

strong convergencesingular value decompositioneigenvalue problemsRayleigh-Ritz proceduretotal least squares

Mathematics Subject Classification ID

Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Theory of matrix inversion and generalized inverses (15A09)

Cites Work

• Unnamed Item
• An Analysis of the Total Least Squares Problem
• Implicitly-weighted total least squares
• A generalization of the Eckart-Young-Mirsky matrix approximation theorem
• Estimation in a multivariate errors in variables regression model: Large sample results
• Analysis of the generalized total least squares problem \(AX\approx B\) when some columns of \(A\) are free of error
• Perturbation theory for the Eckart-Young-Mirsky theorem and the constrained total least squares problem
• Perturbation theory for orthogonal projection methods with applications to least squares and total least squares
• On condition numbers of the total least squares problem with linear equality constraint
• Condition numbers of the multidimensional total least squares problems having more than one solution
• The Total Least Squares Problem in AX≈B: A New Classification with the Relationship to the Classical Works
• 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
• Analysis and Properties of the Generalized Total Least Squares Problem $AX \approx B$ When Some or All Columns in A are Subject to Error
• Orthogonal projection and total least squares
• Multidimensional Total Least Squares Problem with Linear Equality Constraints
• Consistent estimation for an errors-in-variables model based on constrained total least squares problems
• Condition Numbers of the Multidimensional Total Least Squares Problem

This page was built for publication: Consistent estimation with the use of orthogonal projections for a linear regression model with errors in the variables