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Shklyar, S. V.

Conditions for the consistency of the total least squares estimator in an errors-in-variables linear regression model. (English. Russian original) Zbl 1328.62345

Theory Probab. Math. Stat. 83, 175-190 (2011); translation from Teor. Jmovirn. Mat. Stat. 83, 148-162 (2010).
Summary: A homoscedastic errors-in-variables linear regression model is considered. The total least squares estimator is studied. New conditions for the consistency and strong consistency of the total least squares estimator are proposed. These conditions are weaker than those proposed by A. Kukush and S. Van Huffel [Metrika 59, No. 1, 75–97 (2004; Zbl 1062.62100)].

Cited in 1 Review
Cited in 4 Documents

MSC:

62H12 Estimation in multivariate analysis
62J05 Linear regression; mixed models
62F10 Point estimation
62F12 Asymptotic properties of parametric estimators
62J10 Analysis of variance and covariance (ANOVA)

Keywords:

linear regression; errors in variables; total least squares estimator; orthogonal regression

Citations:

Zbl 1062.62100
PDFBibTeX XMLCite
\textit{S. V. Shklyar}, Theory Probab. Math. Stat. 83, 175--190 (2011; Zbl 1328.62345); translation from Teor. Jmovirn. Mat. Stat. 83, 148--162 (2010)
Full Text: DOI

References:

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