The occurrence of outliers in the explanatory variable considered in an errors-in-variables framework (Q1062392)
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scientific article; zbMATH DE number 3913479
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The occurrence of outliers in the explanatory variable considered in an errors-in-variables framework |
scientific article; zbMATH DE number 3913479 |
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The occurrence of outliers in the explanatory variable considered in an errors-in-variables framework (English)
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1985
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The problem of estimating the slope of a linear relationship between two jointly normally distributed random variables is considered when outliers may occur in the explanatory variable. It will be studied as a special case of an errors-in-variables problem where the explanatory variable is measured with a nonnormally distributed error. In this more general model and under certain conditions a consistent estimator can be given with a normal limiting distribution. Applications to cases of outliers in the explanatory variable will be presented.
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slope of a linear relationship
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jointly normally distributed random variables
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explanatory variable
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errors-in-variables
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nonnormally distributed error
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consistent estimator
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normal limiting distribution
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outliers
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