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Uniformly robust tests in errors-in-variables models

✍ Scribed by Longcheen Huwang; Y. H. Steve Huang; Yi-Hua Tina Wang


Publisher
Springer Japan
Year
2008
Tongue
English
Weight
509 KB
Volume
61
Category
Article
ISSN
0020-3157

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Robust weighted orthogonal regression in
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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