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Minimum disparity estimation in the errors-in-variables model

Author

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  • Basu, Ayanendranath
  • Sarkar, Sahadeb

Abstract

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).

Suggested Citation

  • Basu, Ayanendranath & Sarkar, Sahadeb, 1994. "Minimum disparity estimation in the errors-in-variables model," Statistics & Probability Letters, Elsevier, vol. 20(1), pages 69-73, May.
    • Handle: RePEc:eee:stapro:v:20:y:1994:i:1:p:69-73
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    Cited by:

    1. A. Basu & S. Sarkar, 1997. "Robust estimation in the errors variables model via weighted likelihood estimating equations," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 6(1), pages 187-203, June.

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