A multivariate ultrastructural errors-in-variables model with equation error

Abstract:  This paper deals with asymptotic results on a multivariate ultrastructural errors-in-variables regression model with equation errors. Sufficient conditions for attaining consistent estimators for model parameters are presented. Asymptotic distributions for the line regression estimators are derived. Applications are presented to the elliptical class of distributions with two error assumptions. Model generalizes previous results aimed at univariate scenarios.

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