Robust Line Estimation with Errors in Both Variables

DOI10.2307/2287771zbMath0486.62060OpenAlexW3122754858MaRDI QIDQ3946989

Michael L. Brown

Publication date: 1982

Full work available at URL: http://www.nber.org/papers/w0083.pdf

zbMATH Keywords

maximum likelihood estimatorerrors-in-variablesrobust regressionsimulation experimentscontaminated normal distributionsoutlier contaminationdesign matrix measurement errorweighted least squares regressions

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

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