Gleser, Leon Jay Estimation in a multivariate ”errors in variables” regression model: Large sample results. (English) Zbl 0496.62049 Ann. Stat. 9, 24-44 (1981). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 73 Documents MSC: 62H12 Estimation in multivariate analysis 62J05 Linear regression; mixed models 62E20 Asymptotic distribution theory in statistics 62F25 Parametric tolerance and confidence regions 62H10 Multivariate distribution of statistics 62F12 Asymptotic properties of parametric estimators 62H25 Factor analysis and principal components; correspondence analysis Keywords:multivariate errors in variables regression model; maximum likelihood estimators; linear functional equations; generalized least squares; orthogonally invariant norm; strong consistency; approximate confidence regions PDFBibTeX XMLCite \textit{L. J. Gleser}, Ann. Stat. 9, 24--44 (1981; Zbl 0496.62049) Full Text: DOI