A multivariate ultrastructural errors-in-variables model with equation error
AbstractThis paper deals with asymptotic results on a multivariate ultrastructural errors-in-variables regression model with equation errors. Sufficient conditions for attaining consistent estimators for model parameters are presented. Asymptotic distributions for the line regression estimators are derived. Applications to the elliptical class of distributions with two error assumptions are presented. The model generalizes previous results aimed at univariate scenarios.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 102 (2011)
Issue (Month): 2 (February)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Healy, John D., 1980. "Maximum likelihood estimation of a multivariate linear functional relationship," Journal of Multivariate Analysis, Elsevier, vol. 10(2), pages 243-251, June.
- H. Schneeweiß, 1976. "Consistent estimation of a regression with errors in the variables," Metrika, Springer, vol. 23(1), pages 101-115, December.
- Dahm, P. Fred & Fuller, Wayne A., 1986. "Generalized least squares estimation of the functional multivariate linear errors-in-variables model," Journal of Multivariate Analysis, Elsevier, vol. 19(1), pages 132-141, June.
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