A multivariate ultrastructural errors-in-variables model with equation error
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Date
2011
Journal Title
Journal ISSN
Volume Title
Publisher
ELSEVIER INC
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 (C) 2010 Elsevier Inc All rights reserved
Description
Keywords
Asymptotic property, Consistent estimator, Measurement error, Multivariate regression, REGRESSION-MODEL