Consistent estimation for an errors-in-variables model based on constrained total least squares problems

被引:0
|
作者
Aishima, Kensuke [1 ]
机构
[1] Hosei Univ, Fac Comp & Informat Sci, 3-7-2 Kajino Cho, Koganei, Tokyo 1130033, Japan
关键词
total least squares; singular value decomposition; regression model; errors-in-variables; consistency analysis; PERTURBATION;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we construct a natural errors-in-variables regression model corresponding to the total least squares (TLS) problem with linear equations constraints and prove strong consistency of the estimation. The presented asymptotic theory in the statistical sense is a generalization of the consistency analysis of an estimation with the use of ordinary total least squares for basic errors-in-variables regression models.
引用
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页码:111 / 114
页数:4
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