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Non-Existence of the First Moment of the Adjusted Least Squares Estimator in Multivariate Errors-in-Variables Model

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  • Chi-Lun Cheng
  • Alexander Kukush

Abstract

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Suggested Citation

  • Chi-Lun Cheng & Alexander Kukush, 2006. "Non-Existence of the First Moment of the Adjusted Least Squares Estimator in Multivariate Errors-in-Variables Model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 64(1), pages 41-46, August.
    • Handle: RePEc:spr:metrik:v:64:y:2006:i:1:p:41-46
    DOI: 10.1007/s00184-006-0029-z
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    Citations

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    Cited by:

    1. Shalabh & Garg, Gaurav & Misra, Neeraj, 2009. "Use of prior information in the consistent estimation of regression coefficients in measurement error models," Journal of Multivariate Analysis, Elsevier, vol. 100(7), pages 1498-1520, August.
    2. Singh, Sukhbir & Jain, Kanchan & Sharma, Suresh, 2012. "Using stochastic prior information in consistent estimation of regression coefficients in replicated measurement error model," Journal of Multivariate Analysis, Elsevier, vol. 111(C), pages 198-212.
    3. B. Bhargavarama Sarma & B. Shoba, 2022. "Consistent estimation in measurement error models with near singular covariance," Indian Journal of Pure and Applied Mathematics, Springer, vol. 53(1), pages 32-48, March.
    4. Kanatani, Kenichi & Rangarajan, Prasanna, 2011. "Hyper least squares fitting of circles and ellipses," Computational Statistics & Data Analysis, Elsevier, vol. 55(6), pages 2197-2208, June.
    5. Sukhbir Singh & Kanchan Jain & Suresh Sharma, 2014. "Replicated measurement error model under exact linear restrictions," Statistical Papers, Springer, vol. 55(2), pages 253-274, May.
    6. Cheng, C.-L. & Shalabh, & Garg, G., 2016. "Goodness of fit in restricted measurement error models," Journal of Multivariate Analysis, Elsevier, vol. 145(C), pages 101-116.
    7. Cheng, C.-L. & Shalabh, & Garg, G., 2014. "Coefficient of determination for multiple measurement error models," Journal of Multivariate Analysis, Elsevier, vol. 126(C), pages 137-152.

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