A multivariate ultrastructural errors-in-variables model with equation error

JOURNAL OF MULTIVARIATE ANALYSIS

卷:102

Article

Patriota, Alexandre G.¹  Bolfarine, Heleno¹  Arellano-Valle, Reinaldo B.² 

[1] Univ Sao Paulo, Dept Estat, BR-05508090 Sao Paulo, Brazil

[2] Pontificia Univ Catolica Chile, Dept Estadist, Santiago, Chile

关键词: Asymptotic property;    Consistent estimator;    Measurement error;    Multivariate regression;   

DOI  :  10.1016/j.jmva.2010.08.013

来源: Elsevier

【 摘 要 】

This 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 (C) 2010 Elsevier Inc All rights reserved

【 授权许可】

Free