Linear models based on noisy data and the Frisch scheme

Abstract

We address the problem of identifying linear relations among variables based on noisy measurements. This is a central question in the search for structure in large data sets. Often a key assumption is that measurement errors in each variable are independent. This basic formulation has its roots in the work of Charles Spearman in 1904 and of Ragnar Frisch in… (More)
DOI: 10.1137/130921179

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