Estimation of an errors-in-variables model with replication under heavy-tailed distributions

摘要：

The measurement error model is frequently used in various scientific fields, such as engineering, medicine, chemistry, etc. In this work, we consider a new replicated structural measurement error model in which the random errors and the unobserved covariates jointly follow scale mixtures of normal (SMN) distributions. Maximum likelihood estimates are computed via the EM type algorithm method. The SMN measurement error model provides an appealing robust alternative to the usual model based on normal distributions.

关键词： EM algorithm measurement error replicated measurement scale mixtures of normal distribution.

作者: Chun zheng Cao

作者单位: College of Math & Physics, Nanjing University of Information Science & Technology,Nanjing 210044, China

会议类型: 国际会议

会议名称: 2010 International Conference on Probability and Statistics of the International Institute for General Systems Studies(国际一般系统理论研究会中国概率统计学会第二届学术会议IIGSS-CPS2010)

会议地点: 南京

会议语种:英文

页码: 323-326

在线出版日期: 2010-07-29（万方平台首次上网日期，不代表论文的发表时间）