Robust Line Estimation with Errors in Both Variables

DOI10.2307/2287771MaRDI QIDQ3946989zbMATH OpenOpenAlexFDO

Authors Michael L. Brown

Publication date 1982

Full work available at URL http://www.nber.org/papers/w0083.pdf

zbMATH Keywords

contaminated normal distributionsdesign matrix measurement errorerrors-in-variablesmaximum likelihood estimatoroutlier contaminationrobust regressionsimulation experimentsweighted least squares regressions

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Cited in

(11)

• Minimum disparity estimation in the errors-in-variables model
• Robust estimation in the errors variables model via weighted likelihood estimating equations
• Robust weighted orthogonal regression in the errors-in-variables model
• Understanding the effect of measurement error on quantile regressions
• Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes
• On w-estimators of a linear functional relationship
• Robust estimation of a linear functional relationship
• Fast and robust estimation of the multivariate errors in variables model
• Quantile regression with multiple proxy variables
• Truncated composite quantile regression with covariates measurement errors
• Efficient maximum likelihood estimation of copula based meta \(t\)-distributions

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