Fast and robust estimation of the multivariate errors in variables model
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Cites work
- A central limit theorem for multivariate generalized trimmed \(k\)-means
- A general trimming approach to robust cluster analysis
- A minimal characterization of the covariance matrix
- Asymptotics for the minimum covariance determinant estimator
- Bias robust estimation in orthogonal regression
- Estimation in a multivariate errors in variables regression model: Large sample results
- Generalized \(M\)-estimators for errors-in-variables regression
- Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
- Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
- Robust Calibration
- Robust Line Estimation with Errors in Both Variables
- Robust estimation in the errors-in-variables model
- Robust weighted orthogonal regression in the errors-in-variables model
- The influence function in the errors in variables problem
- Trimmed \(k\)-means: An attempt to robustify quantizers
Cited in
(8)- Efficient estimation in the errors in variables model
- Robust estimation in partially linear errors-in-variables models
- Robust inference for nonlinear regression models
- Maximum Lq-likelihood Estimation in Functional Measurement Error Models
- Fast robust estimation of prediction error based on resampling
- A multivariate ultrastructural errors-in-variables model with equation error
- \(t\)-type corrected-loss estimation for error-in-variable model
- Classical and robust orthogonal regression between parts of compositional data
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