Robust estimation of the structural errors-in-variables model
type: Item
instance of: scholarly article
title: Robust estimation of the structural errors-in-variables model
zbMATH Open document ID: 0622.62041
DOI: 10.1007/BF02613146
author: Hans Nyquist
published in: Metrika
publication date: 1987-01-01T00:00:00Z
full work available at URL: https://eudml.org/doc/176116
review text: Robust alternatives of the method of moments estimator for estimating the simple structural errors-in-variables model are proposed. Consistency and asymptotic normality of the estimators are established. Using the influence curve the asymptotic variance is given. Results from a simulation experiment indicate a superior performance of robust alternatives to the method of moments estimator in a small sample framework when measurement errors are contaminated normal.
Mathematics Subject Classification ID: 62F35
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 4009557
zbMATH Keywords: robust estimation
zbMATH Keywords: structural errors-in-variables model
zbMATH Keywords: Consistency
zbMATH Keywords: asymptotic normality
zbMATH Keywords: influence curve
zbMATH Keywords: asymptotic variance
zbMATH Keywords: method of moments
MaRDI profile type: Publication
cites work: Q5842591
cites work: Properties of some estimators for the errors-in-variables model
cites work: The Influence Curve and Its Role in Robust Estimation
cites work: Robust Statistics
cites work: Are robust estimation methods useful in the structural errors-in- variables model?
cites work: Estimating structural and functional relationships
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description: scientific article; zbMATH DE number 4009557