Estimation in an implicit multivariate measurement error model with clustering in the regressor
An implicit linear multivariate model DZ ≈ 0 is considered, where the data matrix D is observed with errors, and Z is a parameter matrix. The error matrix is partitioned into two uncorrelated blocks, and the total covariance structure in each block is supposed to be known up to a corresponding scala...
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| Дата: | 2008 |
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| Автор: | |
| Формат: | Стаття |
| Мова: | Англійська |
| Опубліковано: |
Інститут математики НАН України
2008
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| Онлайн доступ: | https://nasplib.isofts.kiev.ua/handle/123456789/4542 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | Estimation in an implicit multivariate measurement error model with clustering in the regressor / M. Polekha // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 117–125. — Бібліогр.: 9 назв.— англ. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862662373319376896 |
|---|---|
| author | Polekha, M. |
| author_facet | Polekha, M. |
| citation_txt | Estimation in an implicit multivariate measurement error model with clustering in the regressor / M. Polekha // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 117–125. — Бібліогр.: 9 назв.— англ. |
| collection | DSpace DC |
| description | An implicit linear multivariate model DZ ≈ 0 is considered, where the data matrix D is observed with errors, and Z is a parameter matrix. The error matrix is partitioned into two uncorrelated blocks, and the total covariance structure in each block is supposed to be known up to a corresponding scalar factor. Moreover, the row data are clustered into two groups. Based on the method of corrected objective function, the strongly consistent estimators of scalar factors and the kernel of the matrix D are constructed, as the numbers of rows in the clusters tend to infinity.
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| first_indexed | 2025-12-02T13:21:31Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4542 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-12-02T13:21:31Z |
| publishDate | 2008 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Polekha, M. 2009-11-25T11:07:39Z 2009-11-25T11:07:39Z 2008 Estimation in an implicit multivariate measurement error model with clustering in the regressor / M. Polekha // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 117–125. — Бібліогр.: 9 назв.— англ. 0321-3900 https://nasplib.isofts.kiev.ua/handle/123456789/4542 519.21 An implicit linear multivariate model DZ ≈ 0 is considered, where the data matrix D is observed with errors, and Z is a parameter matrix. The error matrix is partitioned into two uncorrelated blocks, and the total covariance structure in each block is supposed to be known up to a corresponding scalar factor. Moreover, the row data are clustered into two groups. Based on the method of corrected objective function, the strongly consistent estimators of scalar factors and the kernel of the matrix D are constructed, as the numbers of rows in the clusters tend to infinity. en Інститут математики НАН України Estimation in an implicit multivariate measurement error model with clustering in the regressor Article published earlier |
| spellingShingle | Estimation in an implicit multivariate measurement error model with clustering in the regressor Polekha, M. |
| title | Estimation in an implicit multivariate measurement error model with clustering in the regressor |
| title_full | Estimation in an implicit multivariate measurement error model with clustering in the regressor |
| title_fullStr | Estimation in an implicit multivariate measurement error model with clustering in the regressor |
| title_full_unstemmed | Estimation in an implicit multivariate measurement error model with clustering in the regressor |
| title_short | Estimation in an implicit multivariate measurement error model with clustering in the regressor |
| title_sort | estimation in an implicit multivariate measurement error model with clustering in the regressor |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4542 |
| work_keys_str_mv | AT polekham estimationinanimplicitmultivariatemeasurementerrormodelwithclusteringintheregressor |