摘要
Based on a Tweedie-type formula developed under the Laplace distribution,this paper proposes a new bias-corrected estimator of the regression parameters in a simple linear model when the measurement error follows a Laplace distribution.Large sample properties,including the consistency and the asymptotic normality,are investigated.The finite sample performance of the proposed estimators are evaluated via simulation studies,as well as comparison studies with some existing estimation procedures.
Based on a Tweedie-type formula developed under the Laplace distribution, this paper proposes a new bias-corrected estimator of the regression parameters in a simple linear model when the measurement error follows a Laplace distribution. Large sample properties, including the consistency and the asymptotic normality, are investigated. The finite sample performance of the proposed estimators are evaluated via simulation studies, as well as comparison studies with some existing estimation procedures.
基金
supported by the National Science Foundation of Shanxi Province of China under Grant No.2013011002-1
supported by the Division of Mathematical Science,National Science Foundation under Grant No.1205276