Robust errors-in-variables linear regression via Laplace distribution
From MaRDI portal
Publication:2444385
DOI10.1016/j.spl.2013.09.036zbMath1284.62434WikidataQ60631493 ScholiaQ60631493MaRDI QIDQ2444385
Kun Chen, Wei-xing Song, Jian-Hong Shi
Publication date: 9 April 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2013.09.036
62J05: Linear regression; mixed models
62F10: Point estimation
62F35: Robustness and adaptive procedures (parametric inference)
Related Items
Robust Bayesian Regression Analysis Using Ramsay-Novick Distributed Errors with Student-t Prior, Modal non‐linear regression in the presence of Laplace measurement error, t-Type corrected-loss estimation for error-in-variable model
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Robust fitting of mixtures using the trimmed likelihood estimator
- Robust fitting of mixture regression models
- Elliptical functional models.
- Nonparametric regression with errors in variables
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Deconvolving kernel density estimators
- Robust estimation in the errors-in-variables model
- Optimal Rates of Convergence for Deconvolving a Density
- Sow aspects of robustness in thr functional errors-in-variables regression model
- Ultrastructural elliptical models
- An Iterative Technique for Absolute Deviations Curve Fitting
- Multivariate measurement error models based on scale mixtures of the skew–normal distribution
- Simulations and computations of nonparametric density estimates for the deconvolution problem