Generalized \(M\)-estimators for errors-in-variables regression

DOI10.1214/aos/1176348528zbMath0745.62028OpenAlexW1975067353MaRDI QIDQ1192978

Chi-Lun Cheng, John W. Van Ness

Publication date: 27 September 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348528

zbMATH Keywords

normalitymaximum likelihood estimatesrobust estimationcontaminationFisher consistencymeasurement error modelstructural modelorthogonal regressionorthogonal distancebounded influence estimatorsgeneralized \(M\)-estimate approachmost \(B\)- robust estimatorsOR version of Hampel's optimality problemstructural errors-in-variables linear regression modelsunivariate Gaussian EV models

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

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