Consistency of elementwise-weighted total least squares estimator in a multivariate errors-in-variables model AX=B
By Alexander Kukush, S. Van Huffel. 2004
73 citations recorded by the source corpus.
Subfields: Applied Mathematics, Plant Science, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/747cbfdb59d87d1e3c6b7e3e043b6f3d5048eb77
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In Applied Mathematics
In Plant Science
In Statistics and Probability
- Ivan Markovsky
- S. Van Huffel
- Alexander Kukush
- X. Fang
- Daniel L. Oberski
- Arthur Lewbel
- Mathias Sinning
- Cheng Yong Tang
Citations in the corpus
- On the equivalence between total least squares and maximum likelihood PCA (2005, background): “Some of the variables are allowed to be exactly known (observable) [5,21].”
- Consistency of the structured total least squares estimator in a multivariate errors-in-variables model (2005, methodology): “Here d(ns + ds − (d + 1)/2) equals the dimension of s as a manifold, see ( Kukush and Van Huffel, 2004, Section 6.2 ).”
- Overview of total least-squares methods (2007, methodology): “Consistency of the weighted total least squares estimator is proven and a n iterative procedure for its computation is proposed in [32].”