Consistency of the structured total least squares estimator in a multivariate errors-in-variables model

Consistency of the structured total least squares estimator in a multivariate errors-in-variables model

The structured total least squares estimator, defined via a constrained optimization problem, is a generalization of the total least squares estimator when the data matrix and the applied correction satisfy given structural constraints. In the paper, an affine structure with additional assumptions is considered. In particular, Toeplitz and Hankel structured, noise free and unstructured blocks a...

On the computation of the multivariate structured total least squares estimator

A multivariate structured total least squares problem is considered, in which the extended data matrix is partitioned into blocks and each of the blocks is Toeplitz/Hankel structured, unstructured, or noise free. Two types of numerical solution methods for this problem are proposed: i) standard local optimization methods in combination with efficient evaluation of the cost function and its firs...

Fourth Total Least Squares and Errors-in-Variables Modeling Workshop

Total least squares and errors-in-variables modeling

The main purpose of this special issue is to present an overview of the progress of a modeling technique which is known as total least squares (TLS) in computational mathematics and engineering, and as errors-in-variables (EIV) modeling or orthogonal regression in the statistical community. The TLS method is one of several linear parameter estimation techniques that has been devised to compensa...

The Multivariate Least Trimmed Squares Estimator

In this paper we introduce the least trimmed squares estimator for multivariate regression. We give three equivalent formulations of the estimator and obtain its breakdown point. A fast algorithm for its computation is proposed. We prove Fisherconsistency at the multivariate regression model with elliptically symmetric error distribution and derive the influence function. Simulations investigat...