The occurrence of outliers in the explanatory variable considered in an errors-in-variables framework

Autor: Ronner, A. E., Steerneman, A. G. M.
Zdroj: Metrika; December 1985, Vol. 32 Issue: 1 p97-107, 11p
Abstrakt: Summary The problem of estimating the slope of a linear relationship between two jointly normally distributed random variables is considered when outliers may occur in the explanatory variable. It will be studied as a special case of an errors-in-variables problem where the explanatory variable is measured which a nonnormally distributed error. In this more general model and under certain conditions a consistent estimator can be given with a normal limiting distribution. Applications to cases of outliers in the explanatory variable will be presented.
Databáze: Supplemental Index
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