Results 61 to 70 of about 2,019,213 (203)

Comparison of three estimators in Poisson errors-in-variables model with one covariate [PDF]

, 2002
A structural errors-in-variables model is investigated, where the response variable follows a Poisson distribution. Assuming the error variance to be known, we consider three consistent estimators and compare their relative efficiencies by means of their
Kukush, Alexander, Shklyar, Sergiy
core   +1 more source

Efficient Estimation in the Errors in Variables Model

The Annals of Statistics, 1987
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bickel, P. J., Ritov, Y.
openaire   +3 more sources

Total Least Squares Estimation in Hedonic House Price Models

ISPRS International Journal of Geo-Information
In real estate valuation using the Hedonic Price Model (HPM) estimated via Ordinary Least Squares (OLS) regression, subjectivity and measurement errors in the independent variables violate the Gauss–Markov theorem assumption of a non-random coefficient ...
Wenxi Zhan, Yu Hu, Wenxian Zeng, Xing Fang, Xionghua Kang, Dawei Li   +5 more
doaj   +1 more source

On the internal target model in a tracking task [PDF]

, 1981
An optimal control model for predicting operator's dynamic responses and errors in target tracking ability is summarized. The model, which predicts asymmetry in the tracking data, is dependent on target maneuvers and trajectories.
Baron, S., Caglayan, A. K.
core   +1 more source

The large deviation for the least squares estimator of nonlinear regression model based on WOD errors

Journal of Inequalities and Applications, 2016
As a kind of dependent random variables, the widely orthant dependent random variables, or WOD for short, have a very important place in dependence structures for the intricate properties.
Xufeng Huang, Xufei Tang, Xin Deng, Xuejun Wang   +3 more
doaj   +1 more source

Fast and robust estimation of the multivariate errors in variables model. [PDF]

In the multivariate errors in variable models one wishes to retrieve a linear relationship of the form y = ß x + a, where both x and y can be multivariate. The variables y and x are not directly measurable, but observed with measurement error.
Croux, Christophe, Fekri, M, Ruiz-Gazen, A   +2 more
core  

Total least-squares EIO model, algorithms and applications

Geodesy and Geodynamics, 2019
A functional model named EIO (Errors-In-Observations) is proposed for general TLS (total least-squares) adjustment. The EIO model only considers the correction of the observation vector, but doesn't consider to correct all elements in the design matrix ...
Xingsheng Deng, Ge Liu, Tao Zhou, Sichun Peng   +3 more
doaj   +1 more source

Evaluation of the Weak Constraint Data Assimilation Approach for Estimating Turbulent Heat Fluxes at Six Sites

Remote Sensing, 2018
A number of studies have estimated turbulent heat fluxes by assimilating sequences of land surface temperature (LST) observations into the strong constraint-variational data assimilation (SC-VDA) approaches.
Xinlei He, Tongren Xu, Sayed M. Bateni, Christopher M. U. Neale, Thomas Auligne, Shaomin Liu, Kaicun Wang, Kebiao Mao, Yunjun Yao   +8 more
doaj   +1 more source

A provisional effective evaluation when errors are present in independent variables [PDF]

Algorithms are examined for evaluating the parameters of a regression model when there are errors in the independent variables. The algorithms are fast and the estimates they yield are stable with respect to the correlation of errors and measurements of ...
Gurin, L. S.
core   +1 more source

Effects of errors-in-variables on the internal and external reliability measures

Geodesy and Geodynamics
The reliability theory has been an important element of the classical geodetic adjustment theory and methods in the linear Gauss-Markov model. Although errors-in-variables (EIV) models have been intensively investigated, little has been done about ...
Yanxiong Liu, Yun Shi, Peiliang Xu, Wenxian Zeng, Jingnan Liu   +4 more
doaj   +1 more source