Multivariate EIV models
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Lubomír Kubáček
Abstract
Errors-in-variables (EIV) models have been studied for many years. Some rules for treating them in the multivariate case are given in the paper from several viewpoints. An evaluation of an influence of inaccurate entries of a design matrix on the estimator of models parameters is studied. The problem of linearization of the multivariate EIV model is studied as well.
References
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© 2016 Mathematical Institute Slovak Academy of Sciences
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Articles in the same Issue
- A triple representation of lattice effect algebras
- Periods of morgan-voyce sequences and elliptic curves
- Multiplicative generalized derivations on ideals in semiprime rings
- A few remarks on Poincaré-Perron solutions and regularly varying solutions
- Applications of extremal theorem and radius equation for a class of analytic functions
- On the “bang-bang” principle for a class of Riemann-Liouville fractional semilinear evolution inclusions
- New criteria for global exponential stability of linear time-varying volterra difference equations
- On approximation of functions by some hump matrix means of Fourier series
- Pseudo-amenability and pseudo-contractibility for certain products of Banach algebras
- Poisson kernels on semi-direct products of abelian groups
- Locally convex projective limit cones
- On the properties (wL) and (wV)
- On the existence of solutions for quadratic integral equations in Orlicz spaces
- Existence and uniqueness of best proximity points under rational contractivity conditions
- Almost Weyl structures on null geometry in indefinite Kenmotsu manifolds
- On the internal approach to differential equations 3. Infinitesimal symmetries
- A Characterization of the discontinuity point set of strongly separately continuous functions on products
- Wick differential and Poisson equations associated to the 𝚀𝚆𝙽-Euler operator acting on generalized operators
- Multivariate EIV models
- On codes over 𝓡k, m and constructions for new binary self-dual codes
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