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Robust estimation of nonlinear structural models


Denisov, V. I.; Timofeeva, A. Yu.; Khailenko, E. A.; & Buzmakova, O. I. (2014). Robust estimation of nonlinear structural models. Journal of Applied and Industrial Mathematics, 8(1), 28-39.


The problem is considered of identification of nonlinear error-in-variables models under conditions of a heavy contamination of the sample, including the presence of outliers (i.e., anomalous observations). On the basis of robust estimation methods, we propose a development of the algorithms of adjusted and total least squares. This has enabled us to improve the accuracy of the response prediction in the presence of outliers in the sample. The algorithms are used for constructing the Engel curve from the budget survey data. In result, we draw better conclusions about the regularities of the household behavior when the income changes.


Reference Type

Journal Article

Year Published


Journal Title

Journal of Applied and Industrial Mathematics


Denisov, V. I.
Timofeeva, A. Yu.
Khailenko, E. A.
Buzmakova, O. I.