Consistent estimator in multivariate errors-in-variables model in the case of unknown error covariance structure

Alexander Kukush; M. Ya. Polekha

doi:10.1007/s11253-007-0075-3

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Consistent estimator in multivariate errors-in-variables model in the case of unknown error covariance structure

Alexander Kukush M. Ya. Polekha

Year: 2007 Journal: Ukrainian Mathematical Journal Vol: 59 (8)Pages: 1137-1147 Publisher: Springer Science+Business Media

DOI: 10.1007/s11253-007-0075-3

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Keywords:

Mathematics Estimator Covariance Applied mathematics Covariance matrix Multivariate statistics Statistics Multivariate normal distribution Asymptotic distribution Consistent estimator Minimum-variance unbiased estimator

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Statistical and numerical algorithms

Physical Sciences → Mathematics → Applied Mathematics

Image and Signal Denoising Methods

Physical Sciences → Computer Science → Computer Vision and Pattern Recognition

Fault Detection and Control Systems

Physical Sciences → Engineering → Control and Systems Engineering

Consistent estimator in multivariate errors-in-variables model in the case of unknown error covariance structure

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