Estimation in an implicit multivariate measurement error model with clustering in the regressor
An implicit linear multivariate model DZ ≈ 0 is considered, where the data matrix D is observed with errors, and Z is a parameter matrix. The error matrix is partitioned into two uncorrelated blocks, and the total covariance structure in each block is supposed to be known up to a corresponding scala...
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Date: | 2008 |
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Main Author: | |
Format: | Article |
Language: | English |
Published: |
Інститут математики НАН України
2008
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Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/4542 |
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Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
Cite this: | Estimation in an implicit multivariate measurement error model with clustering in the regressor / M. Polekha // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 1. — С. 117–125. — Бібліогр.: 9 назв.— англ. |