Robust estimation in the simple errors-in-variables model

M. Fekri and Anne Ruiz-Gazen

Statistics & Probability Letters, 2006, vol. 76, issue 16, 1741-1747

Abstract: Fekri and Ruiz-Gazen [2004. Robust weighted orthogonal regression in the errors-in-variables model. J. Multivar. Anal. 88, 89-108] propose a new class of robust estimators in the errors-in-variables linear model (EIV model) under the assumption that the measurement error variances are equal. In the present paper, we extend this new class of estimators to other usual error variances assumptions for the simple EIV model and calculate their influence functions and their asymptotic distributions in the elliptical case.

Keywords: Errors-in-variables; model; Orthogonal; regression; B-robustness; Influence; function; M-estimators; S-estimators; MCD; estimator (search for similar items in EconPapers)
Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(06)00130-1
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:76:y:2006:i:16:p:1741-1747

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().