Robust inference strategy in the presence of measurement error

DOI10.1016/j.spl.2009.12.031zbMath1185.62099MaRDI QIDQ962034

Abdulkadir Hussein, S. Ejaz Ahmed, Sévérien Nkurunziza

Publication date: 1 April 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.12.031

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

62J07: Ridge regression; shrinkage estimators (Lasso)

65C05: Monte Carlo methods

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