Prefer a chat interface with context about you and your work?
Robust Line Estimation with Errors in Both Variables
Abstract The estimator holding the central place in the theory of the multivariate “errors-in-the-variables” (EV) model results from performing orthogonal regression on variables rescaled according to the covariance matrix of the errors. Our simulations on the univariate model essentially relegate this estimator to use only in large samples on data …