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Bootstrapping Errors-in-Variables Models
2000The bootstrap is a numerical technique, with solid theoretical foundations, to obtain statistical measures about the quality of an estimate by using only the available data. Performance assessment through bootstrap provides the same or better accuracy than the traditional error propagation approach, most often without requiring complex analytical ...
Bogdan Matei, Peter Meer
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Linear errors-in-variables models
1984In this paper we are concerned with the statistical analysis of systems, where both, inputs and outputs, are contaminated by errors. Models of this kind are called error-in-variables (EV) models. Let x t * . and y t * denote the “true” inputs and outputs respectively and let xt and yt denote the observed inputs and outputs, then the situation can be ...
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Bayesian Analysis of Errors-in-Variables Regression Models
Biometrics, 1995Summary: Use of errors-in-variables models is appropriate in many practical experimental problems. However, inference based on such models is by no means straightforward. In previous analyses, simplifying assumptions have been made in order to ease this intractability, but assumptions of this nature are unfortunate and restrictive. We analyse errors-in-
Dellaportas, Petros, Stephens, David A.
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Semiparametric errors-in-variables models A Bayesian approach
Journal of Statistical Planning and Inference, 1996zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mallick, Bani K., Gelfand, Alan E.
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On errors-in-variables for binary regression models
Biometrika, 1984The authors consider binary regression models when the predictors have errors. Assuming that nuisance parameters are independently and normally distributed, the conditional likelihood was derived. When the measurement error is large, the usual estimates are unreliable and in this situation, the authors examine the conditional maximum likelihood ...
Carroll, Raymond J. +4 more
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Prediction in Some Poisson Errors in Variables Models
Scandinavian Journal of Statistics, 1997Predictive distributions are developed and illustrated for prediction in some Poisson errors in variables models. Two different situations in which multiplicative treatment effects are appropriate are considered within the context of predicting counts of road accidents. Hierarchical prior structures are investigated, and numerical integration and Gibbs
Dunsmore, Ian R., Robson, David J.
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Estimation in the polynomial errors-in-variables model
Science China Mathematics, 2002zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zhang, Sanguo, Chen, Xiru
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Linear dynamic errors-in-variables models
Journal of Applied Probability, 1986Linear dynamical systems where both inputs and outputs are contaminated by errors are considered. A characterization of the sets of all observationally equivalent transfer functions is given, the role of the causality assumption is investigated and conditions for identifiability in the case of Gaussian as well as non-Gaussian observations are derived.
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Errors-in-variables modeling in optical flow estimation
IEEE Transactions on Image Processing, 2001Gradient-based optical flow estimation methods typically do not take into account errors in the spatial derivative estimates. The presence of these errors causes an errors-in-variables (EIV) problem. Moreover, the use of finite difference methods to calculate these derivatives ensures that the errors are strongly correlated between pixels.
Ng, Lydia, Solo, Victor
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Estimation of errors-in-variables models
Proceedings of the 27th IEEE Conference on Decision and Control, 2003The so-called errors-in-variables models pose serious problems to traditional statistical estimation because the Gaussian likelihood function, defined by the natural quadratic error measure, has a saddle point rather than a maximum. A discussion is presented of the estimation of such models, including the number of linear relations in them, based on ...
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