Robust weighted orthogonal regression in
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M. Fekri; A. Ruiz-Gazen
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Article
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2004
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Elsevier Science
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English
β 317 KB
This paper focuses on robust estimation in the structural errors-in-variables (EV) model. A new class of robust estimators, called weighted orthogonal regression estimators, is introduced. Robust estimators of the parameters of the EV model are simply derived from robust estimators of multivariate l