Generalized least squares estimation of the functional multivariate linear errors-in-variables model
- 1 June 1986
- journal article
- Published by Elsevier in Journal of Multivariate Analysis
- Vol. 19 (1) , 132-141
- https://doi.org/10.1016/0047-259x(86)90098-9
Abstract
No abstract availableKeywords
This publication has 14 references indexed in Scilit:
- Estimation in a Multivariate "Errors in Variables" Regression Model: Large Sample ResultsThe Annals of Statistics, 1981
- Properties of Some Estimators for the Errors-in-Variables ModelThe Annals of Statistics, 1980
- Estimation of a linear transformation and an associated distributional problemJournal of Statistical Planning and Inference, 1979
- Maximum likelihood estimation in a multivariate ‘errors in variables’ regression model with unknown error covariance matrixCommunications in Statistics - Theory and Methods, 1977
- Matrix Derivatives with an Application to an Adaptive Linear Decision ProblemThe Annals of Statistics, 1974
- Estimation of a linear transformationBiometrika, 1973
- Asymptotically Efficient Estimation of Covariance Matrices with Linear StructureThe Annals of Statistics, 1973
- Factor Analysis by Generalized Least SquaresPsychometrika, 1972
- Some Theorems on Matrix Differentiation with Special Reference to Kronecker Matrix ProductsJournal of the American Statistical Association, 1969
- Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal DistributionsThe Annals of Mathematical Statistics, 1951