Yaroslav Tsaregorodtsev

collaborators

2 papers

math.ST2017

Asymptotic normality of element-wise weighted total least squares estimator in a multivariate errors-in-variables model

A multivariable measurement error model $A X \approx B$ is considered. Here $A$ and $B$ are input and output matrices of measurements and $X$ is a rectangular matrix of fixed size t…

math.PR2016

Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model $A X = B$

Alexander Kukush, Yaroslav Tsaregorodtsev

We consider a multivariate functional measurement error model $A X \approx B$ . The errors in $[A, B]$ are uncorrelated, row-wise independent, and have equal (unknown) variances. We st…

Asymptotic normality of element-wise weighted total least squares estimator in a multivariate errors-in-variables model

Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model AX=B

Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model $A X = B$