Consistent estimation in an implicit quadratic measurement error model
نویسندگان
چکیده
An adjusted least squares estimator is derived that yields a consistent estimate of the parameters of an implicit quadratic measurement error model. In addition, a consistent estimator for the measurement error noise variance is proposed. Important assumptions are: (1) all errors are uncorrelated identically distributed and (2) the error distribution is normal. The estimators for the quadratic measurement error model are used to estimate consistently conic sections and ellipsoids. Simulation examples, comparing the adjusted least squares estimator with the ordinary least squares method and the orthogonal regression method, are shown for the ellipsoid 7tting problem. c © 2003 Elsevier B.V. All rights reserved.
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ورودعنوان ژورنال:
- Computational Statistics & Data Analysis
دوره 47 شماره
صفحات -
تاریخ انتشار 2004