On estimation of a heteroscedastic measurement error model under heavy-tailed distributions

Author:

Cao Chun-Zheng,Lin Jin-Guan,Zhu Xiao-Xin

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference23 articles.

1. Scale mixtures of normal distributions;Andrews;J. R. Statist. Soc. B,1974

2. Measurement Error in Nonlinear Models: A Modern Perspective;Carroll,2006

3. On estimating linear relationships when both variables are subject to heteroscedastic measurement errors;Cheng;Technometrics,2006

4. Cheng, C.L., Van Ness, J.W., 1999. Statistical regression with measurement error. Arnold, London.

5. Robust inference in an heteroscedastic measurement error model;de Castro;J. Korean Statist. Soc.,2010

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