Consistent estimator in multivariate errors-in-variables model in the case of unknown error covariance structure

• Datum: 2007
• Hauptverfasser: Kukush, A. G., Polekha, M. Ya., Кукуш, О. Г., Полеха, М. Я.
• Format: Artikel
• Sprache: Ukrainisch; Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2007
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/3366
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

We consider a linear multivariate errors-in-variables model AX ? B, where the matrices A and B are observed with errors and the matrix parameter X is to be estimated. In the case of lack of information about the error covariance structure, we propose an estimator that converges in probability to X a...