Estimation in a linear multivariate measurement error model with a change point in the data
A linear multivariate measurement error model AX=B is considered. The errors in [A B] are row-wise finite dependent, and within each row, the errors may be correlated. Some of the columns may be observed without errors, and in addition the error covariance matrix may differ from row to row. The colu...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
2007-10-15.
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| Subjects: | |
| Online Access: | Get fulltext |