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Estimation in Linear Regression with Laplace Measurement Error Using Tweedie-Type Formula 被引量:1

Estimation in Linear Regression with Laplace Measurement Error Using Tweedie-Type Formula
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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.
出处 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2019年第4期1211-1230,共20页 系统科学与复杂性学报(英文版)
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
关键词 ASYMPTOTIC NORMALITY CONSISTENCY kernel ESTIMATOR LAPLACE measurement error simple linear ME model Asymptotic normality consistency kernel estimator Laplace measurement error simple linear ME model
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