Generalized Least Square Estimation of Error-in-Variable Models and its Statistical Property

Conference paper
Part of the Lecture Notes in Electrical Engineering book series (LNEE, volume 154)

Abstract

People often meet various errors in dealing with practical problems. These errors can cause a lot of inconvenience. Especially when dependent and independent variables contain errors, people must pay special attention to it. Error-in-Variable Models can handle the situation. This paper got the conclusion that Generalized Least Square Estimate is better than Least Square Estimate under the condition of not independence between samples by analyzing pitman superiority.

Keywords

Covariance 

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Copyright information

© Springer-Verlag London Limited 2012

Authors and Affiliations

  1. 1.Department of MathematicsYangtze Normal UniversityChongqingChina

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