• Title of article

    A multivariate ultrastructural errors-in-variables model with equation error

  • Author/Authors

    Patriota، نويسنده , , Alexandre G. and Bolfarine، نويسنده , , Heleno and Arellano-Valle، نويسنده , , Reinaldo B.، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2011
  • Pages
    7
  • From page
    386
  • To page
    392
  • Abstract
    This paper deals with asymptotic results on a multivariate ultrastructural errors-in-variables regression model with equation errors. Sufficient conditions for attaining consistent estimators for model parameters are presented. Asymptotic distributions for the line regression estimators are derived. Applications to the elliptical class of distributions with two error assumptions are presented. The model generalizes previous results aimed at univariate scenarios.
  • Keywords
    Asymptotic property , consistent estimator , Measurement error , Multivariate Regression
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2011
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1565555