摘要
本文对于线性函数关系EV模型定义了t-型回归估计,并对于普通线性模型和线性函数关系EV模型给出了计算t-型回归估计的EM算法,同时获得了估计的相合性．模拟结果表明由EM算法获得的t-型回归估计的表现良好．
This paper defines t-type regression estimator for the linear functional errors-in-variables （EV） models, the EM algorithm for t-type estimators in the ordinary linear model and linear functional EV model is given. Moreover, the consistency of t-type estimators for linear EV model is also obtained. Simulations are shown that performance of the t-type estimators by EM algorithm is quite well.
出处
《应用概率统计》
CSCD
北大核心
2006年第3期321-328,共8页
Chinese Journal of Applied Probability and Statistics
基金
This project was supported partly by Key Project of NSFC(No:10231030)RFDP of MOE(No:20020027010).
关键词
EM算法
EV模型
T-分布
t-型回归估计
MLE
EM algorithm, errors-in-variables model, t-distribution, t-type regression estimator, MLE.
