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Robust weighted orthogonal regression in the errors-in-variables model

✍ Scribed by M. Fekri; A. Ruiz-Gazen

Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
317 KB
Volume
88
Category
Article
ISSN
0047-259X

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✦ Synopsis

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 location and scatter such as the M-estimators, the Sestimators and the MCD estimator. The influence functions of the proposed estimators are calculated and shown to be bounded. Moreover, we derive the asymptotic distributions of the estimators and illustrate the results on simulated examples and on a real-data set.

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