2017
Том 69
№ 6

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Consistency of an adjusted least-squares estimator in a vector linear model with measurement errors

Sen'ko I. O.

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Abstract

We consider the vector linear errors-in-variables model. For this model, we construct an adjusted least-squares estimator and prove its weak and strong consistency under various assumptions about measurement errors.

English version (Springer): Ukrainian Mathematical Journal 64 (2012), no. 11, pp 1739-1751.

Citation Example: Sen'ko I. O. Consistency of an adjusted least-squares estimator in a vector linear model with measurement errors // Ukr. Mat. Zh. - 2012. - 64, № 11. - pp. 1536-1546.

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