Strong consistency of an estimator by the truncated singular value decomposition for an errors-in-variables regression model with collinearity-Reference-Cited by-同舟云学术

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Strong consistency of an estimator by the truncated singular value decomposition for an errors-in-variables regression model with collinearity

Published:2024-07 Issue: Volume: Page:
ISSN:0024-3795
Container-title:Linear Algebra and its Applications
language:en
Short-container-title:Linear Algebra and its Applications

Author:

Aishima Kensuke^ORCID

Publisher

Elsevier BV

Reference27 articles.

1. Consistent estimation for an errors-in-variables model based on constrained total least squares problems;Aishima;JSIAM Lett.,2022

2. Consistent estimation with the use of orthogonal projections for a linear regression model with errors in the variables;Aishima;Linear Algebra Appl.,2024

3. A Course in Probability Theory;Chung,2001

4. The rotation of eigenvectors by a perturbation. III;Davis;SIAM J. Numer. Anal.,1970

5. The smallest perturbation of a submatrix which lowers the rank and constrained total least squares problems;Demmel;SIAM J. Numer. Anal.,1987

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