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Identifiability of logistic regression with homoscedastic error: Berkson model
Modern Stochastics: Theory and Applications, 2015 We consider the Berkson model of logistic regression with Gaussian and homoscedastic error in regressor. The measurement error variance can be either known or unknown. We deal with both functional and structural cases.
Sergiy Shklyar
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CO-REGISTRATION OF 3D POINT CLOUDS BY USING AN ERRORS-IN-VARIABLES MODEL [PDF]
The International Archives of the Photogrammetry, Remote Sensing and Spatial Information Sciences, 2012 Co-registration of point clouds of partially scanned objects is the first step of the 3D modeling workflow. The aim of co-registration is to merge the overlapping point clouds by estimating the spatial transformation parameters. In the literature, one of
U. Aydar +3 more
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Fitting an Equation to Data Impartially
Mathematics, 2023 We consider the problem of fitting a relationship (e.g., a potential scientific law) to data involving multiple variables. Ordinary (least squares) regression is not suitable for this because the estimated relationship will differ according to which ...
Chris Tofallis
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Solution for a time-series AR model based on robust TLS estimation
Geomatics, Natural Hazards & Risk, 2019 We discuss an algorithm for the autoregression (AR) model as a typical time-series model. By analyzing the structure of the AR model, we highlight the shortcomings of traditional algorithms for model parameter estimation and propose an approach to ...
Yeqing Tao, Qiaoning He, Yifei Yao
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The Case of the Homogeneous Errors-In-Variables Model
Journal of Geodetic Science, 2014 Recently, it has been claimed that the HomogeneousErrors-In-Variables (HEIV) Model, where the lefthandside (LHS) vector is allowed to be multiplied withan unknown scale factor, would represent a generalizationof the regular EIV-Model for which a number ...
Schaffrin B., Snow K.
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Open Mathematics, 2020 In this article, an errors-in-variables regression model in which the errors are negatively superadditive dependent (NSD) random variables is studied. First, the Marcinkiewicz-type strong law of large numbers for NSD random variables is established. Then,
Zhang Yu +3 more
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A General Solution for the Errors in Variables (EIV) Model with Equality and Inequality Constraints
Applied Sciences, 2022 Targeting the adjustment of the errors-in-variables (EIV) model with equality and inequality constraints, a general solution that is similar to the classical least square adjustment is proposed based on the penalty function and the weight in measurement.
Dengshan Huang, Yulin Tang, Qisheng Wang
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On The Errors-In-Variables Model With Singular Dispersion Matrices
Journal of Geodetic Science, 2014 While the Errors-In-Variables (EIV) Model has been treated as a special case of the nonlinear Gauss- Helmert Model (GHM) for more than a century, it was only in 1980 that Golub and Van Loan showed how the Total Least-Squares (TLS) solution can be ...
Schaffrin B., Snow K., Neitzel F.
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Testing homogeneity in Weibull error in variables models [PDF]
Annals of the Institute of Statistical Mathematics, 2006 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Valença, Dione Maria, Bolfarine, Heleno
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The Astrophysical Journal, 2023 Galaxy stellar mass is known to be monotonically related to the size of the galaxy’s globular cluster (GC) population for Milky Way sized and larger galaxies.
Samantha C. Berek +3 more
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