Results 241 to 250 of about 453,419 (275)

Bayesian Analysis of a Multivariate Null Intercept Errors-in-Variables Regression Model

Journal of Biopharmaceutical Statistics, 2003
Longitudinal data are of great interest in analysis of clinical trials. In many practical situations the covariate can not be measured precisely and a natural alternative model is the errors-in-variables regression models. In this paper we study a null intercept errors-in-variables regression model with a structure of dependency between the response ...
Reiko, Aoki, Heleno, Bolfarine, Jorge A, Achcar, Leão P Júnior, Dorival   +3 more
openaire   +2 more sources

Subspace-based methods for the identification of multivariable dynamic errors-in-variables models

Proceedings of 35th IEEE Conference on Decision and Control, 2002
This paper analyses a multivariable errors-in-variables problem under rather general noise assumptions. Apart from the fact that both the measured input and output are corrupted by additive white noise, the output is also contaminated by a term which is caused by a white input process noise.
C.T. Chou, M.H. Verhaegen
openaire   +1 more source

Identifiability in Multivariate Dynamic Linear Errors-in-Variables Models

Journal of the American Statistical Association, 1992
Abstract This article considers multivariate causal transfer function systems with latent stationary inputs and outputs. Their observation is assumed to be disturbed by errors in variables (EV). The main identification results for such models so far consist of structure theory.
openaire   +1 more source

Closed-loop subspace identification of multivariable dynamic errors-in-variables models based on ORT

Cluster Computing, 2018
In terms of the model of errors-in-variables, this article analyses the causes of deviation based on the existing method of subspace identification in the closed-loop system; then, it puts forward another method of subspace identification with an auxiliary variable based on orthogonal decomposition.
Minghong She, Baocang Ding
openaire   +1 more source

The identification of multivariate linear dynamic errors-in-variables models

Journal of Econometrics, 1993
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

Non-Existence of the First Moment of the Adjusted Least Squares Estimator in Multivariate Errors-in-Variables Model

Metrika, 2006
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cheng, Chi-Lun, Kukush, Alexander
openaire   +1 more source

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

Ukrainian Mathematical Journal, 2007
We consider a linear multivariate errors-in-variables model AX ≈ B, where the matrices A and B are observed with errors and the matrix parameter X is to be estimated. In the case of lack of information about the error covariance structure, we propose an estimator that converges in probability to X as the number of rows in A tends to infinity ...
O. H. Kukush, M. Ya. Polekha
openaire   +1 more source

Integer-Coded Genetic Algorithm for Trimmed Estimator of Multivariate Linear Errors in Variables Model

Advanced Materials Research, 2012
The multivariate linear errors-in-variables (EIV) model is frequently used in computer vision for model fitting tasks. As well known, when sample data is contaminated by large numbers of awkwardly placed outliers, the least squares estimator isn’t robust.
Hui Rong Cao, Fu Chang Wang
openaire   +1 more source

Consistency of elementwise-weighted total least squares estimator in a multivariate errors-in-variables model AX=B

Metrika, 2004
For a multivariate measurement error model, the authors consider the elementwise weighted total least squares (TLS) estimator. This problem covers the whole class of problems in which the errors in each element are proportional to its size and is therefore an important extension of the class of TLS problems studied so far.
Kukush, Alexander, Van Huffel, Sabine
openaire   +2 more sources

On Consistent Estimators in Linear and Bilinear Multivariate Errors-In-Variables Models

2002
We consider three multivariate regression models related to the TLS problem. The errors are allowed to have unequal variances.
Alexander Kukush, Ivan Markovsky, Sabine Van Huffel   +2 more
openaire   +1 more source