Robust inference in an heteroscedastic measurement error model

DOI10.1016/j.jkss.2009.09.003zbMath1294.62165OpenAlexW2073512721MaRDI QIDQ2511739

Manuel Galea, Mário de Castro

Publication date: 6 August 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10533/143020

zbMATH Keywords

errors-in-variables modelsECM algorithmrobust inferenceStudent \(t\) distribution

Mathematics Subject Classification ID

Linear inference, regression (62J99) Robustness and adaptive procedures (parametric inference) (62F35) Parametric inference (62F99)

Related Items

Robust replicated heteroscedastic measurement error model using heavy-tailed distribution ⋮ Bayesian inference in a heteroscedastic replicated measurement error model using heavy-tailed distributions ⋮ Heteroscedastic replicated measurement error models under asymmetric heavy-tailed distributions ⋮ On estimation of a heteroscedastic measurement error model under heavy-tailed distributions ⋮ Inference in a linear functional relationship with replications ⋮ Bayesian measurement error models using finite mixtures of scale mixtures of skew-normal distributions

Uses Software

• R
• bootstrap

Cites Work

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• Elliptical functional models.
• The \(t\) family and their close and distant relations
• Maximum likelihood estimation via the ECM algorithm: A general framework
• On fitting bivariate functional relationships to unpaired and unequally replicated data
• Estimation in the presence of incidental parameters