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.
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| Date: | 2012 |
|---|---|
| Main Authors: | Sen'ko, I. O., Сенько, І. О. |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2012
|
| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/2679 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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