线性度量误差模型的极大经验似然估计

Maximum Empirical Likelihood Estimator in a Linear Measurement Error Model

本文将自变量的测量误差考虑到线性模型中,提出了线性度量误差模型参数的极大经验似然估计,在一定条件下,证明了所得到的未知参数的估计具有渐进正态性,并通过数值模拟,说明了该方法的可行性。

Taking the measurement error into consideration, maximum empirical likelihood estimation to a linear measuremerit error model has been constructed,and the proposed estimators of unknown parameters are proved to be asymptotically normal under some conditions. Furthermore, simulation results show the feasibility of the estimation.