Robust weighted orthogonal regression in the errors-in-variables model
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- Maronna, Ricardo A. & Stahel, Werner A. & Yohai, Victor J., 1992. "Bias-robust estimators of multivariate scatter based on projections," Journal of Multivariate Analysis, Elsevier, vol. 42(1), pages 141-161, July.
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Cited by:
- Fekri, M. & Ruiz-Gazen, A., 2006. "Robust estimation in the simple errors-in-variables model," Statistics & Probability Letters, Elsevier, vol. 76(16), pages 1741-1747, October.
- Cator, Eric A. & Lopuhaä, Hendrik P., 2010. "Asymptotic expansion of the minimum covariance determinant estimators," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2372-2388, November.
- Eric Blankmeyer, 2018. "Measurement Errors as Bad Leverage Points," Papers 1807.02814, arXiv.org, revised Mar 2020.
- Bianco, Ana M. & Spano, Paula M., 2017. "Robust estimation in partially linear errors-in-variables models," Computational Statistics & Data Analysis, Elsevier, vol. 106(C), pages 46-64.
- Kang-Mo Jung, 2007. "Least Trimmed Squares Estimator in the Errors-in-Variables Model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 34(3), pages 331-338.
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Keywords
Errors-in-variables model General least squares Robustness Influence function M-estimators S-estimators MCD estimator;Statistics
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