Robust estimation in the simple errors-in-variables model

DOI10.1016/j.spl.2006.04.015zbMath1098.62074MaRDI QIDQ2432776

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

M-estimators; influence function; S-estimators; errors-in-variables model; orthogonal regression; MCD estimator; B-robustness

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

62J05: Linear regression; mixed models

62F35: Robustness and adaptive procedures (parametric inference)

Related Items

Maximum Lq-likelihood Estimation in Functional Measurement Error Models, Robust estimation and inference for bivariate line-fitting in allometry

Uses Software

• robustbase

Cites Work

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• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Robust m-estimators of multivariate location and scatter
• Robust weighted orthogonal regression in the errors-in-variables model
• Asymptotics of reweighted estimators of multivariate location and scatter
• Robust regression through robust covariances
• Likelihood estimation of a simple linear regression model when both variables have error
• Robust estimation in the errors-in-variables model