Least Trimmed Squares Estimator in the Errors-in-Variables Model

DOI10.1080/02664760601004973zbMath1155.62391OpenAlexW1991409714MaRDI QIDQ3604096

Kang-Mo Jung

Publication date: 24 February 2009

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760601004973

zbMATH Keywords

equivariancebreakdown pointleast trimmed squares estimatororthogonal regression

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (3)

Robust ridge and robust Liu estimator for regression based on the LTS estimator ⋮ ON CONSISTENCY OF LS ESTIMATORS IN THE ERRORS-IN-VARIABLE REGRESSION MODEL ⋮ Robust nonparametric function estimation for errors-in-variables models

Cites Work

• The influence function in the errors in variables problem
• Robust weighted orthogonal regression in the errors-in-variables model
• Robust estimation in the errors-in-variables model

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