We consider estimation and confidence regions for the parameters : and ; based on the observations (X 1 , Y 1 ), ..., (X n , Y n ) in the errors-in-variables model X i = Z i +e i and Y i =:+;Z i + f i for normal errors e i and f i of which the covariance matrix is known up to a constant. We study th
โฆ LIBER โฆ
Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model
โ Scribed by Alexandre G. Patriota; Artur J. Lemonte; Heleno Bolfarine
- Publisher
- Springer-Verlag
- Year
- 2009
- Tongue
- English
- Weight
- 193 KB
- Volume
- 52
- Category
- Article
- ISSN
- 0932-5026
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