Consistency of an adjusted least-squares estimator in a vector linear model with measurement errors
We consider the vector linear errors-in-variables model. For this model, we construct an adjusted least-squares estimator and prove its weak and strong consistency under various assumptions about measurement errors.
Gespeichert in:
| Datum: | 2012 |
|---|---|
| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | Ukrainisch Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
2012
|
| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/2679 |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |
Institution
Ukrains’kyi Matematychnyi Zhurnal| Zusammenfassung: | We consider the vector linear errors-in-variables model. For this model, we construct an adjusted least-squares estimator and prove its weak and strong consistency under various assumptions about measurement errors. |
|---|