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

DOI10.1080/02664760601004973MaRDI QIDQ3604096zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

breakdown pointorthogonal regressionleast trimmed squares estimatorequivariance

Mathematics Subject Classification ID

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

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Cites work

• Robust estimation in the errors-in-variables model
• Robust weighted orthogonal regression 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
• scientific article; zbMATH DE number 1556160 (Why is no real title available?)
• Robust ridge and robust Liu estimator for regression based on the LTS estimator
• scientific article; zbMATH DE number 3951827 (Why is no real title available?)
• scientific article; zbMATH DE number 3992657 (Why is no real title available?)

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