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

DOI10.1007/BF01915180zbMATH Open0539.62040OpenAlexW2012809499MaRDI QIDQ794087FDOQ794087

Authors: 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

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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)

Cites Work

• Robust regression: Asymptotics, conjectures and Monte Carlo
• Robust Estimation of a Location Parameter
• Robust Estimates of Location: Survey and Advances
• The Influence Curve and Its Role in Robust Estimation
• Title not available (Why is that?)
• Estimating structural and functional relationships
• Consistent estimation of a regression with errors in the variables
• Properties of some estimators for the errors-in-variables model
• Estimation in Linear Regression Models with Disparate Data Points
• Title not available (Why is that?)

Cited In (13)

• Robust estimation of the structural errors-in-variables model
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• Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes
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• Robustification of estimators by winsorizing on ellipsoids
• Generalized \(M\)-estimators for errors-in-variables regression
• Robust weighted orthogonal regression in the errors-in-variables model
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• Robust estimation in the simple errors-in-variables model
• Robust estimation in the errors-in-variables model
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