Robust estimation in the errors-in-variables model
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 4190946
- Robust weighted orthogonal regression in the errors-in-variables model
- Generalized M-estimators for errors-in-variables regression
- Are robust estimation methods useful in the structural errors-in- variables model?
- Robust estimation of the structural errors-in-variables model
Cited in
(49)- Equilibrated residual error estimates are p-robust
- Robust estimation of the structural errors-in-variables model
- Efficient estimation in the errors in variables model
- Generalized M-estimators for errors-in-variables regression
- Bias robust estimation in orthogonal regression
- Minimum disparity estimation in the errors-in-variables model
- Robust estimation in simultaneous equations models
- Robust estimation in the errors variables model via weighted likelihood estimating equations
- Robust weighted orthogonal regression in the errors-in-variables model
- Robust estimation in partially linear errors-in-variables models
- Simple consistent cluster methods based on redescending M-estimators with an application to edge identification in images
- Robust tests for one or more allometric lines
- Robust and consistent estimation of nonlinear errors-in-variables models
- Robust estimation in the simple errors-in-variables model
- Robust errors-in-variables linear regression via Laplace distribution
- Corrected-loss estimation for error-in-variable partially linear model
- Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes
- Classical and robust orthogonal regression between parts of compositional data
- t-type corrected-loss estimation for error-in-variable model
- Robust estimation and inference for bivariate line-fitting in allometry
- Consistency of the orthogonal regression estimator in an implicit linear model with errors in variables
- Applied regression analysis bibliography update 1988-89
- scientific article; zbMATH DE number 1810268 (Why is no real title available?)
- scientific article; zbMATH DE number 4190946 (Why is no real title available?)
- A robust linear grouping algorithm
- Inconsistency of the orthogonal regression estimator for the vector nonlinear errors-in-variables model
- Standard and robust orthogonal regression
- Descriptive tests for the identification of outliers in the errors in variables linear model
- Least Trimmed Squares Estimator in the Errors-in-Variables Model
- scientific article; zbMATH DE number 3901816 (Why is no real title available?)
- Standard errors resilient to error variance misspecification
- scientific article; zbMATH DE number 1241135 (Why is no real title available?)
- R-estimation of the parameters of a multiple regression model with measurement errors
- A simulation study of estimators for generalized linear measurement error models
- scientific article; zbMATH DE number 1489831 (Why is no real title available?)
- Detection of influential observations in functional errors-in-variables model
- Robust scale estimation in the error‐components model using the empirical characteristic function
- scientific article; zbMATH DE number 5580917 (Why is no real title available?)
- Robust estimation of nonlinear structural models
- Robust estimation of a linear functional relationship
- Complete q-th moment convergence for the maximum of partial sums of m-negatively associated random variables and its application to the EV regression model*
- Fast and robust estimation of the multivariate errors in variables model
- Trimmed symmetric linear regression
- Robust estimation of partially linear models for longitudinal data with dropouts and measurement error
- Robust corrected empirical likelihood for partially linear measurement error models
- High-breakdown robust multivariate methods
- Estimating the model with fixed and random effects by a robust method
- Linear grouping using orthogonal regression
- Consistency of robust estimators in multi-structural visual data segmentation
This page was built for publication: Robust estimation in the errors-in-variables model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3814557)