Non-Existence of the First Moment of the Adjusted Least Squares Estimator in Multivariate Errors-in-Variables Model期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

Non-Existence of the First Moment of the Adjusted Least Squares Estimator in Multivariate Errors-in-Variables Model

Authors:	Chi-Lun?Cheng,Alexander?Kukush author-information" > author-information__contact u-icon-before" > mailto:alexander_kukush@univ.kiev.ua" title=" alexander_kukush@univ.kiev.ua" itemprop=" email" data-track=" click" data-track-action=" Email author" data-track-label=" " >Email author

Affiliation:	(1) Institute of Statistical Science, Academia Sinica, 115 Taipei, Republic of China;(2) Department of Mechanics and Mathematics, National Taras Shevchenko University, Vladimirskaya st. 64, 01033 Kiev, Ukraine

Abstract:	The linear normal multivariate errors-in-variables model is considered. The model involves an equation error. It is proved in both structural and functional cases that the first moment of the adjusted least squares estimator does not exist.

Keywords:	Adjusted least squares Equation error model Functional model Infinite first moment Linear multivariate error-in-variables model Structural model
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