On the choice of the direction for residual minimization in the ultrastructural model

A. K. Srivastava & K. Shalabh
In a simple linear regression model with measurement errors, the estimation of the slope parameter is considered by three popular approaches, viz.,minimization of vertical, horizontal and perpendicular distances between the data points and the line. Asymptotic properties of the three estimators are analyzed when errors are not necessarily normally distributed.