Are robust estimation methods useful in the structural errors-in- variables model?

DOI10.1007/BF01915180zbMath0539.62040OpenAlexW2012809499MaRDI QIDQ794087

R. H. Ketellapper, Arjen E. Ronner

Publication date: 1984

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175927

zbMATH Keywords

errors-in-variables modelbounded- influence estimatorscontaminated observational errorsrobust estimation procedures

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (3)

Robust estimation of the structural errors-in-variables model ⋮ Robust weighted orthogonal regression in the errors-in-variables model ⋮ Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes

Cites Work

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• Properties of some estimators for the errors-in-variables model
• Consistent estimation of a regression with errors in the variables
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Estimating structural and functional relationships
• Estimation in Linear Regression Models with Disparate Data Points
• The Influence Curve and Its Role in Robust Estimation
• Robust Estimation of a Location Parameter
• Robust Estimates of Location: Survey and Advances

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