Estimation in an implicit multivariate measurement error model with clustering in the regressor

• Date: 2008
• ISSN: 0321-3900
• Main Author: Polekha, M.
• Format: Article
• Language: English
• Published: Інститут математики НАН України 2008
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/4542
• Journal Title: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Cite this: 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.

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...