| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1146901 | Journal of Multivariate Analysis | 2011 | 7 Pages |
Abstract
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Alexandre G. Patriota, Heleno Bolfarine, Reinaldo B. Arellano-Valle,