Minimum disparity estimation in the errors-in-variables model

Robust estimators are determined using the minimum disparity estimation method (Lindsay, 1994; Basu and Lindsay, 1994) in the errors-in-variables model. These estimators are asymptotically fully efficient for the model considered and have strong robustness features. In a numerical example these estimators compare favorably with the orthogonal regression M-estimators of Zamar (1989).

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Year of publication:	1994
Authors:	Basu, Ayanendranath ; Sarkar, Sahadeb
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 20.1994, 1, p. 69-73
Publisher:	Elsevier
Keywords:	Hellinger distance Kernel density estimation Robustness Transparent kernel

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319777