Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model <math xmlns="http://www.w3.org/1998/Math/MathML"><mi mathvariant="italic">A</mi><mi mathvariant="italic">X</mi><mo>=</mo><mi mathvariant="italic">B</mi></math>

Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model <math xmlns="http://www.w3.org/1998/Math/MathML"><mi mathvariant="italic">A</mi><mi mathvariant="italic">X</mi><mo>=</mo><mi mathvariant="italic">B</mi></math>

We consider a multivariate functional measurement error model $AX\approx B$. The errors in $[A,B]$ are uncorrelated, row-wise independent, and have equal (unknown) variances. We study the total least squares estimator of X, which, in the case of normal errors, coincides with the maximum likelihood o...

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Bibliographic Details
Main Authors:	Alexander Kukush, Yaroslav Tsaregorodtsev
Format:	Article
Language:	English
Published:	VTeX 2016-03-01
Series:	Modern Stochastics: Theory and Applications
Subjects:	Asymptotic normality multivariate errors-in-variables model total least squares
Online Access:	https://vmsta.vtex.vmt/doi/10.15559/16-VMSTA50

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