Robust estimation in the simple errors-in-variables model

DOI10.1016/J.SPL.2006.04.015MaRDI QIDQ2432776zbMATH OpenOpenAlexFDO

Authors Anne Ruiz-Gazen, Mohammed Fekri

Publication date 25 October 2006

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

Full work available at URL https://doi.org/10.1016/j.spl.2006.04.015

zbMATH Keywords

B-robustnesserrors-in-variables modelinfluence functionM-estimatorsMCD estimatororthogonal regressionS-estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Recommendations

• Robust estimation of the structural errors-in-variables model
• Robust weighted orthogonal regression in the errors-in-variables model
• Are robust estimation methods useful in the structural errors-in- variables model?
• Generalized M-estimators for errors-in-variables regression
• scientific article; zbMATH DE number 1810268

Cites work

• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Asymptotics of reweighted estimators of multivariate location and scatter
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 3986407 (Why is no real title available?)
• scientific article; zbMATH DE number 52749 (Why is no real title available?)
• scientific article; zbMATH DE number 509162 (Why is no real title available?)
• scientific article; zbMATH DE number 1734139 (Why is no real title available?)
• scientific article; zbMATH DE number 1975292 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• scientific article; zbMATH DE number 1396190 (Why is no real title available?)
• scientific article; zbMATH DE number 1423403 (Why is no real title available?)
• Likelihood estimation of a simple linear regression model when both variables have error
• Robust estimation in the errors-in-variables model
• Robust m-estimators of multivariate location and scatter
• Robust regression through robust covariances
• Robust weighted orthogonal regression in the errors-in-variables model

Cited in

(18)

• Equilibrated residual error estimates are p-robust
• Robust estimation of the structural errors-in-variables model
• Robust estimation in simultaneous equations models
• Robust estimation in the errors variables model via weighted likelihood estimating equations
• Simple many-instruments robust standard errors through concentrated instrumental variables
• Robust estimation and inference for bivariate line-fitting in allometry
• scientific article; zbMATH DE number 1810268 (Why is no real title available?)
• scientific article; zbMATH DE number 3901816 (Why is no real title available?)
• Standard errors resilient to error variance misspecification
• scientific article; zbMATH DE number 66848 (Why is no real title available?)
• A combined estimator in the simple errors-in-variables model
• Maximum Lq-likelihood Estimation in Functional Measurement Error Models
• scientific article; zbMATH DE number 5580917 (Why is no real title available?)
• \(t\)-type estimators for a class of linear errors-in-variables models
• A new perspective in functional EIV linear model. I.
• The influence function in the errors in variables problem
• Are robust estimation methods useful in the structural errors-in- variables model?
• Uniformly robust tests in errors-in-variables models

Describes a project that uses

Uses Software

• robustbase

This page was built for publication: Robust estimation in the simple errors-in-variables model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2432776)