I do not know, why we need xmin, xmax, ... here, but well, it works (at least I hope this is what you have wanted):
% arara: pdflatex\documentclass{standalone}\usepackage{pgfplots}\pgfplotsset{compat=1.12}\begin{document}\begin{tikzpicture} \begin{axis}[% hide axis, xmin=10, xmax=50, ymin=0, ymax=0.4, legend style={draw=white!15!black,legend cell align=left} ] \addlegendimage{red,mark=square*} \addlegendentry{Standart estimation}; \addlegendimage{blue,dash pattern=on 1pt off 3pt on 3pt off 3pt,mark=asterisk,mark options={solid}} \addlegendentry{Corrected Frobenius estimation}; \end{axis}\end{tikzpicture}\end{document}
NB: Try to use the compat parameter with your actual version.