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

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Ukrainian Mathematical Journal Aims and scope

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.

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Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 64, No. 11, pp. 1536–1546, November, 2012.

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Sen’ko, I.O. Consistency of an adjusted least-squares estimator in a vector linear model with measurement errors. Ukr Math J 64, 1739–1751 (2013). https://doi.org/10.1007/s11253-013-0748-z

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