Robust estimation and inference for bivariate line-fitting in allometry

DOI10.1002/BIMJ.201000018MaRDI QIDQ3013949zbMATH OpenOpenAlexWikidataFDO

Authors Sara Taskinen, David I. Warton

Publication date 19 July 2011

Published in Biometrical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/bimj.201000018

zbMATH Keywords

fast-and-robust bootstrapheteroscedasticitymajor axisrobust statisticsstandardised major axis

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Estimation in multivariate analysis (62H12) Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Recommendations

• Robust tests for one or more allometric lines
• Robustness to failure of assumptions of tests for a common slope amongst several allometric lines -- a simulation study
• Line-fitting by rotation: a nonparametric method for bivariate allometric analysis
• Multivariate regression S-estimators for robust estimation and inference
• Linear Mixtures: A New Approach to Bivariate Trend Lines

Cites work

• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A NOTE ON NORMAL CORRELATION
• Bootstrapping robust estimates of regression
• Generalized M-estimators for errors-in-variables regression
• scientific article; zbMATH DE number 3117989 (Why is no real title available?)
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 1104922 (Why is no real title available?)
• scientific article; zbMATH DE number 1964693 (Why is no real title available?)
• On the uniqueness of \(S\)-functionals and \(M\)-functionals under nonelliptical distributions.
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• Principal Components Analysis Based on Multivariate MM Estimators With Fast and Robust Bootstrap
• Robust estimation in the errors-in-variables model
• Robust estimation in the simple errors-in-variables model
• Robust Estimation of Dispersion Matrices and Principal Components
• Robust m-estimators of multivariate location and scatter
• Robust Statistics
• Robust weighted orthogonal regression in the errors-in-variables model
• Symmetrised M-estimators of multivariate scatter

Cited in

(4)

• Robust tests for one or more allometric lines
• Line-fitting by rotation: a nonparametric method for bivariate allometric analysis
• Robustness to failure of assumptions of tests for a common slope amongst several allometric lines -- a simulation study
• Multiple scaled symmetric distributions in allometric studies

This page was built for publication: Robust estimation and inference for bivariate line-fitting in allometry

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3013949)