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
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
Journal title :
Journal of Multivariate Analysis