ROBUST ESTIMATION FOR LINEAR ERRORS-IN-VARIABLES MODELS WITH HOMOSCEDASTIC MEASUREMENT ERRORS

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Instrumental Variables Regression with Measurement Errors and Multicollinearity in Instruments

In this paper we obtain a consistent estimator when there exist some measurement errors and multicollinearity in the instrumental variables in a two stage least square estimation of parameters. We investigate the asymptotic distribution of the proposed estimator and discuss its properties using some theoretical proofs and a simulation study. A real numerical application is also provided for mor...

متن کامل

On Local Linear Estimation in Nonparametric Errors-in-variables Models

Local linear methods are applied to a nonparametric regression model with normal errors in the variables and uniform distribution of the variables. The local neighborhood is determined with help of deconvolution kernels. Two different linear estimation method are used: the naive estimator and the total least squares estimator. Both local linear estimators are consistent. But only the local naiv...

متن کامل

Estimation of Censored Linear Errors-in-Variables Models∗

This paper deals with a linear errors-in-variables model where the dependent variable is censored. A two-step procedure is proposed to derive the moment estimator of the model and the corresponding asymptotic covariance matrix. The results cover the moment estimation of the usual (error-free) Tobit model as a special case. It is shown that, under normality and a certain identifying condition, t...

متن کامل

Efficient Estimation of Errors-in-Variables Models

The paper addresses the discrete-time linear process identification problem assuming noisy input and output records available for the parameter estimation. The efficient algorithms are derived for the simultaneous estimation of the process and noise parameters. Implementation techniques based on matrix and polynomial decompositions are given in details resulting in estimation algorithms with re...

متن کامل

Robust Estimation in Linear Regression with Molticollinearity and Sparse Models

‎One of the factors affecting the statistical analysis of the data is the presence of outliers‎. ‎The methods which are not affected by the outliers are called robust methods‎. ‎Robust regression methods are robust estimation methods of regression model parameters in the presence of outliers‎. ‎Besides outliers‎, ‎the linear dependency of regressor variables‎, ‎which is called multicollinearity...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: International Journal of Applied Mathematics and Machine Learning

سال: 2017

ISSN: 2394-2258

DOI: 10.18642/ijamml_7100121817