Minimum disparity estimation in the errors-in-variables model

Ayanendranath Basu and Sahadeb Sarkar

Statistics & Probability Letters, 1994, vol. 20, issue 1, 69-73

Abstract: Robust estimators are determined using the minimum disparity estimation method (Lindsay, 1994; Basu and Lindsay, 1994) in the errors-in-variables model. These estimators are asymptotically fully efficient for the model considered and have strong robustness features. In a numerical example these estimators compare favorably with the orthogonal regression M-estimators of Zamar (1989).

Keywords: Hellinger; distance; Kernel; density; estimation; Robustness; Transparent; kernel (search for similar items in EconPapers)
Date: 1994
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