Robust weighted orthogonal regression in the errors-in-variables model

DOI10.1016/S0047-259X(03)00057-5zbMath1032.62028MaRDI QIDQ1421860

Anne Ruiz-Gazen, Mohammed Fekri

Publication date: 3 February 2004

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

M-estimatorsRobustnessS-estimatorsMCD estimatorErrors-in-variables modelGeneral least squaresInfluence functions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Nonparametric robustness (62G35) Linear inference, regression (62J99) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (14)

Robust estimation in partially linear errors-in-variables models ⋮ Asymptotic expansion of the minimum covariance determinant estimators ⋮ Maximum Lq-likelihood Estimation in Functional Measurement Error Models ⋮ Fast and robust estimation of the multivariate errors in variables model ⋮ Classical and robust orthogonal regression between parts of compositional data ⋮ Central limit theorem and influence function for the MCD estimators at general multivariate distributions ⋮ Robust estimation in the simple errors-in-variables model ⋮ t-Type corrected-loss estimation for error-in-variable model ⋮ Robust estimation and inference for bivariate line-fitting in allometry ⋮ Least Trimmed Squares Estimator in the Errors-in-Variables Model ⋮ Robust tests for one or more allometric lines ⋮ Unnamed Item ⋮ Iteratively reweighted total least squares for PEIV model ⋮ Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes

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