Bias and covariance of the least squares estimate in a structured errors-in-variables problem.
Gustavo Quintana-CarapiaIvan MarkovskyRik PintelonPéter Zoltán CsurcsiaDieter VerbekePublished in: Comput. Stat. Data Anal. (2020)
Keyphrases
- least squares
- robust estimation
- error analysis
- weighted least squares
- linear regression models
- estimation error
- error minimization
- accurate estimation
- real world
- independent variables
- structured data
- parameter estimation
- conditional probabilities
- directed acyclic graph
- variable selection
- covariance matrix
- cross validation
- covariance matrices
- random variables
- failure modes
- relevant variables
- optical flow
- sparse linear
- neural network