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

DOI10.1007/BF02564433zbMath0897.62030OpenAlexW2086375253MaRDI QIDQ1367094

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

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

Cites Work

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• Von Mises calculus for statistical functionals
• The influence function in the errors in variables problem
• Generalized \(M\)-estimators for errors-in-variables regression
• Minimum disparity estimation in the errors-in-variables model
• Efficiency versus robustness: The case for minimum Hellinger distance and related methods
• Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
• Robust estimation in the errors-in-variables model
• Robust Line Estimation with Errors in Both Variables
• Sow aspects of robustness in thr functional errors-in-variables regression model
• Robust regression using iteratively reweighted least-squares
• Weighted Likelihood Equations with Bootstrap Root Search
• The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data
• Robust Statistics

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