Fekri, M.; Ruiz-Gazen, A. - In: Journal of Multivariate Analysis 88 (2004) 1, pp. 89-108
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...