Fast and Robust estimation of the Multivariate Errors in Variables Model Vrije Universiteit Brussel
In the multivariate errors in variables models one wishes to re-
trieve a linear relationship of the form y = ¯tx + ®, where both x and y
can be multivariate. The variables y and x are not directly measurable, but
observed with measurement error. The classical approach to estimate the mul-
tivariate errors in variables model is based on an eigenvector analysis of the
joint covariance matrix of the observations. In ...
trieve a linear relationship of the form y = ¯tx + ®, where both x and y
can be multivariate. The variables y and x are not directly measurable, but
observed with measurement error. The classical approach to estimate the mul-
tivariate errors in variables model is based on an eigenvector analysis of the
joint covariance matrix of the observations. In ...