Consistent estimation in the bilinear multivariate errors-in-variables model

DOI10.1007/s001840200217zbMath1433.62073OpenAlexW1514389375MaRDI QIDQ745484

Ivan Markovsky, Sabine Van Huffel, Alexander G. Kukush

Publication date: 14 October 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eprints.soton.ac.uk/263292/1/axb_published.pdf

zbMATH Keywords

consistencyasymptotic normalityerrors-in-variables modelsadjusted least squaresbilinear multivariate measurement error modelssmall sample modification

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (8)

Krylov Subspace Approach to Core Problems within Multilinear Approximation Problems: A Unifying Framework ⋮ Corrected \(T(q)\)-likelihood estimator in a generalized linear structural regression model with measurement errors ⋮ A corrected $T(q)$-likelihood estimator for the exponential structural measurement error model ⋮ Consistency of an adjusted least-squares estimator in a vector linear model with measurement errors ⋮ Two steps generalized maximum entropy estimation procedure for fitting linear regression when both covariates are subject to error ⋮ Frisch scheme identification for dynamic diagonal bilinear models ⋮ Consistent estimation in an implicit quadratic measurement error model ⋮ On TLS formulation and core reduction for data fitting with generalized models

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