Robust estimation in the errors variables model via weighted likelihood estimating equations

DOI10.1007/BF02564433zbMATH Open0897.62030OpenAlexW2086375253MaRDI QIDQ1367094FDOQ1367094

Authors: Bernhard Rupp 

Publication date: 25 October 1998

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02564433

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zbMATH Keywords

robustnessHellinger distancemeasurement error modelminimum disparity estimatorsweighted likelihood estimator

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Robust Statistics
• Efficiency versus robustness: The case for minimum Hellinger distance and related methods
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• Robust regression using iteratively reweighted least-squares
• The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data
• Weighted Likelihood Equations with Bootstrap Root Search
• Generalized \(M\)-estimators for errors-in-variables regression
• Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
• Robust estimation in the errors-in-variables model
• Robust Line Estimation with Errors in Both Variables
• Von Mises calculus for statistical functionals
• The influence function in the errors in variables problem
• Minimum disparity estimation in the errors-in-variables model
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• Sow aspects of robustness in thr functional errors-in-variables regression model

Cited In (6)

• Notes on Pearson residuals and weighted likelihood estimating equations
• Title not available (Why is that?)
• Instrumental weighted variables under heteroscedasticity. I: Consistency.
• Robust weighted orthogonal regression in the errors-in-variables model
• Robust weighted likelihood estimators with an application to bivariate extreme value problems
• Robust weighted generalized estimating equations based on statistical depth

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