Robust estimation in the simple errors-in-variables model

DOI10.1016/J.SPL.2006.04.015zbMATH Open1098.62074OpenAlexW1988997289MaRDI QIDQ2432776FDOQ2432776

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

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• scientific article; zbMATH DE number 1810268

zbMATH Keywords

influence functionM-estimatorserrors-in-variables modelorthogonal regressionMCD estimatorS-estimatorsB-robustness

Mathematics Subject Classification ID

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

Cites Work

• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Robust m-estimators of multivariate location and scatter
• Asymptotics of reweighted estimators of multivariate location and scatter
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• Robust weighted orthogonal regression in the errors-in-variables model
• Robust estimation in the errors-in-variables model
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• Likelihood estimation of a simple linear regression model when both variables have error
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• Robust regression through robust covariances
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Cited In (18)

• Robust estimation of the structural errors-in-variables model
• Robust estimation in simultaneous equations models
• Maximum Lq-likelihood Estimation in Functional Measurement Error Models
• A combined estimator in the simple errors-in-variables model
• A new perspective in functional EIV linear model. I.
• Are robust estimation methods useful in the structural errors-in- variables model?
• Standard errors resilient to error variance misspecification
• The influence function in the errors in variables problem
• Simple many-instruments robust standard errors through concentrated instrumental variables
• Equilibrated residual error estimates are \(p\)-robust
• Title not available (Why is that?)
• Uniformly robust tests in errors-in-variables models
• Title not available (Why is that?)
• Title not available (Why is that?)
• Robust estimation and inference for bivariate line-fitting in allometry
• Robust estimation in the errors variables model via weighted likelihood estimating equations
• Title not available (Why is that?)
• \(t\)-type estimators for a class of linear errors-in-variables models

Uses Software

• robustbase

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