Unitarily invariant errors-in-variables estimation - Pesta, Michal (Statistical papers (Berlin, Germany), 2016)
Keywords: Approximation; Disturbances; Economic Theory/Quantitative Economics/Mathematical Methods; Economics; Error analysis; Errors; Estimators; Euclidean space; Finance; Insurance; Invariants; Least squares method; Management; Mathematical models; Mathematics; Mathematics and Statistics; Norms; Operations Research/Decision Theory; Optimization; Probability Theory and Stochastic Processes; Random variables; Regular Article; Statistics; Statistics for Business; Studies; Errors-in-variables model; 15B51; Total least squares; 62F10; Equivariance; Invariance; Unitarily invariant matrix norm; 62H12; 62J99