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Robust estimation in the simple errors-in-variables model

โœ Scribed by M. Fekri; A. Ruiz-Gazen


Book ID
108267343
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
150 KB
Volume
76
Category
Article
ISSN
0167-7152

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Robust weighted orthogonal regression in
โœ M. Fekri; A. Ruiz-Gazen ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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