Equivariant adjusted least squares estimator in two-line fitting model
We consider the two-line fitting problem. True points lie on two straight lines and are observed with Gaussian perturbations. For each observed point, it is not known on which line the corresponding true point lies. The parameters of the lines are estimated. This model is a restriction of the conic...
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| Format: | Article |
| Language: | English |
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VTeX
2016-03-01
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| Series: | Modern Stochastics: Theory and Applications |
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| Online Access: | https://vmsta.vtex.vmt/doi/10.15559/16-VMSTA47 |