Least Trimmed Squares Estimator in the Errors-in-Variables Model

DOI10.1080/02664760601004973zbMATH Open1155.62391OpenAlexW1991409714MaRDI QIDQ3604096FDOQ3604096

Authors: Kang-Mo Jung 

Publication date: 24 February 2009

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760601004973

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zbMATH Keywords

breakdown pointorthogonal regressionleast trimmed squares estimatorequivariance

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

Cites Work

• Robust weighted orthogonal regression in the errors-in-variables model
• Robust estimation in the errors-in-variables model
• The influence function in the errors in variables problem

Cited In (6)

• On consistency of LS estimators in the errors-in-variable regression model
• Robust nonparametric function estimation for errors-in-variables models
• Title not available (Why is that?)
• Robust ridge and robust Liu estimator for regression based on the LTS estimator
• Title not available (Why is that?)
• Title not available (Why is that?)

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