Fast and robust estimation of the multivariate errors in variables model

DOI10.1007/S11749-009-0155-9zbMATH Open1203.62106OpenAlexW2023175688MaRDI QIDQ619147FDOQ619147

Authors: Christophe Croux, Mohammed Fekri, Anne Ruiz-Gazen 

Publication date: 22 January 2011

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/118278

Recommendations

• Estimation for the multivariate errors-in-variables model with estimated error covariance matrix
• scientific article; zbMATH DE number 1810268
• scientific article; zbMATH DE number 938996
• Robust estimation in the errors-in-variables model
• Estimation in multivariate errors-in-variables models

zbMATH Keywords

principal componentsprojection-pursuit

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• A general trimming approach to robust cluster analysis
• A minimal characterization of the covariance matrix
• Asymptotics for the minimum covariance determinant estimator
• Trimmed \(k\)-means: An attempt to robustify quantizers
• Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• Generalized \(M\)-estimators for errors-in-variables regression
• Robust weighted orthogonal regression in the errors-in-variables model
• Robust estimation in the errors-in-variables model
• Robust Line Estimation with Errors in Both Variables
• Estimation in a multivariate errors in variables regression model: Large sample results
• A central limit theorem for multivariate generalized trimmed \(k\)-means
• Bias robust estimation in orthogonal regression
• The influence function in the errors in variables problem
• Robust Calibration

Cited In (8)

• Maximum Lq-likelihood Estimation in Functional Measurement Error Models
• Efficient estimation in the errors in variables model
• Fast robust estimation of prediction error based on resampling
• Classical and robust orthogonal regression between parts of compositional data
• Robust estimation in partially linear errors-in-variables models
• A multivariate ultrastructural errors-in-variables model with equation error
• Robust inference for nonlinear regression models
• \(t\)-type corrected-loss estimation for error-in-variable model

This page was built for publication: Fast and robust estimation of the multivariate errors in variables model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q619147)