Title of article
A multivariate ultrastructural errors-in-variables model with equation error
Author/Authors
Patriota، نويسنده , , Alexandre G. and Bolfarine، نويسنده , , Heleno and Arellano-Valle، نويسنده , , Reinaldo B.، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2011
Pages
7
From page
386
To page
392
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.
Keywords
Asymptotic property , consistent estimator , Measurement error , Multivariate Regression
Journal title
Journal of Multivariate Analysis
Serial Year
2011
Journal title
Journal of Multivariate Analysis
Record number
1565555
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