Dhaene, Geert; Schokkaert, Erik; Van de Voorde, Carine - In: Journal of Multivariate Analysis 86 (2003) 2, pp. 242-253
Given two linear regression models y1=X1[beta]1+u1 and y2=X2[beta]2+u2 where the response vectors y1 and y2 are unobservable but the sum y=y1+y2 is observable, we study the problem of decomposing y into components and , intended to be close to y1 and y2, respectively. We develop a theory of best...