Robust estimation in the errors variables model via weighted likelihood estimating equations

DOI10.1007/BF02564433MaRDI QIDQ1367094zbMATH OpenOpenAlexFDO

Authors Bernhard Rupp

Publication date 25 October 1998

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02564433

zbMATH Keywords

robustnessHellinger distancemeasurement error modelminimum disparity estimatorsweighted likelihood estimator

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 4190946 (Why is no real title available?)
• scientific article; zbMATH DE number 3686582 (Why is no real title available?)
• scientific article; zbMATH DE number 52749 (Why is no real title available?)
• scientific article; zbMATH DE number 3458075 (Why is no real title available?)
• Efficiency versus robustness: The case for minimum Hellinger distance and related methods
• Generalized \(M\)-estimators for errors-in-variables regression
• Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
• Minimum disparity estimation in the errors-in-variables model
• Robust Line Estimation with Errors in Both Variables
• Robust Statistics
• Robust estimation in the errors-in-variables model
• Robust regression using iteratively reweighted least-squares
• Sow aspects of robustness in thr functional errors-in-variables regression model
• The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data
• The influence function in the errors in variables problem
• Von Mises calculus for statistical functionals
• Weighted Likelihood Equations with Bootstrap Root Search

Cited in

(6)

• Robust weighted generalized estimating equations based on statistical depth
• Robust weighted likelihood estimators with an application to bivariate extreme value problems
• Notes on Pearson residuals and weighted likelihood estimating equations
• Instrumental weighted variables under heteroscedasticity. I: Consistency.
• Robust weighted orthogonal regression in the errors-in-variables model
• scientific article; zbMATH DE number 5716995 (Why is no real title available?)

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