The asymptotic normality of an adjusted least squares estimator in a multivariate vector errors-in-variables regression model

Sen’ko, I.

doi:10.1090/S0094-9000-2014-00929-1

The asymptotic normality of an adjusted least squares estimator in a multivariate vector errors-in-variables regression model

Author: I. O. Sen’ko
Translated by: N. Semenov
Journal: Theor. Probability and Math. Statist. 88 (2014), 175-190
MSC (2010): Primary 62J12
DOI: https://doi.org/10.1090/S0094-9000-2014-00929-1
Published electronically: July 24, 2014
MathSciNet review: 3112643
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Abstract: An adjusted least squares estimator in a linear multivariate vector error-in-variables regression model is considered in this paper. Conditions for the asymptotic normality of this estimator are given. A modification of the estimator is constructed whose asymptotic properties are the same as those of the adjusted least squares estimator and which is stable even if a sample is small.

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