T-type Corrected-Loss Estimation for Error-in-Variable Model.

T-type Corrected-Loss Estimation for Error-in-Variable Model.
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变量误差模型的 t 型校正损失估计

DOI:
10.1080/03610926.2014.1002934
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发表时间:
2017
期刊:
Communications in statistics: theory and methods
影响因子:
--
通讯作者:
Ness KK
Ness KK
中科院分区:
其他
文献类型:
--
作者:
Jin J;Zhu L;Tong X;Ness KK

文献摘要

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摘要在这篇文章中,我们考虑了一个线性模型,其中协变量的测量误差。当测量误差服从拉普拉斯分布时,我们提出了协变量效应的t-型校正损失估计.所提出的估计量是渐近正态的。在实际研究中,会出现一些离群值,从而降低估计的稳健性。仿真结果表明,该方法具有较好的抗垂直异常值的能力,并通过6分钟步行试验验证了该方法的有效性。
ABSTRACT In this article, we consider a linear model in which the covariates are measured with errors. We propose a t-type corrected-loss estimation of the covariate effect, when the measurement error follows the Laplace distribution. The proposed estimator is asymptotically normal. In practical studies, some outliers that diminish the robustness of the estimation occur. Simulation studies show that the estimators are resistant to vertical outliers and an application of 6-minute walk test is presented to show that the proposed method performs well.
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