A multivariate ultrastructural errors-in-variables model with equation error
| Contribuinte(s) |
UNIVERSIDADE DE SÃO PAULO |
|---|---|
| Data(s) |
20/10/2012
20/10/2012
2011
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| Resumo |
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 FAPESP Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) CNPq (Brazil) Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) FONDECYT (Chile) FONDECYT (Chile)[1085241] |
| Identificador |
JOURNAL OF MULTIVARIATE ANALYSIS, v.102, n.2, p.386-392, 2011 0047-259X http://producao.usp.br/handle/BDPI/30448 10.1016/j.jmva.2010.08.013 |
| Idioma(s) |
eng |
| Publicador |
ELSEVIER INC |
| Relação |
Journal of Multivariate Analysis |
| Direitos |
restrictedAccess Copyright ELSEVIER INC |
| Palavras-Chave | #Asymptotic property #Consistent estimator #Measurement error #Multivariate regression #REGRESSION-MODEL #Statistics & Probability |
| Tipo |
article original article publishedVersion |
