Bias robust estimation in orthogonal regression

DOI10.1214/aos/1176348893zbMath0784.62051OpenAlexW2022212830MaRDI QIDQ1208648

Ruben H. Zamar

Publication date: 16 May 1993

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

Full work available at URL: https://doi.org/10.1214/aos/1176348893

zbMATH Keywords

derivativesignal-to-noise ratioerrors-in-variablesmeasurement error modelfunctional relationshipstructural relationshipmaximum biasmaximum bias curvesbounded loss functionepsilon-contamination neighborhoodsmost bias robust orthogonal regression \(M\)-estimateorthogonal regression \(M\)-estimatesunbounded influence functionupper bound for the breakdown point

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) General nonlinear regression (62J02)

Related Items

Fast and robust estimation of the multivariate errors in variables model ⋮ High-breakdown robust multivariate methods ⋮ Bias robustness of three median-based regression estimates. ⋮ A robust predictive approach for canonical correlation analysis ⋮ Maximum bias curves for robust regression with non-elliptical regressors