Modal linear regression models with multiplicative distortion measurement errors

被引:16
|
作者
Zhang, Jun [1 ]
Li, Gaorong [2 ]
Yang, Yiping [3 ]
机构
[1] Shenzhen Univ, Coll Math & Stat, Shenzhen, Peoples R China
[2] Beijing Normal Univ, Sch Stat, Beijing 100875, Peoples R China
[3] Chongqing Technol & Business Univ, Coll Math & Stat, Chongqing, Peoples R China
基金
中国国家自然科学基金;
关键词
calibration; kernel smoothing; multiplicative distortion measurement errors; DENSITY; CALIBRATION; SUBJECT;
D O I
10.1002/sam.11541
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
We consider modal linear regression models when neither the response variable nor the covariates can be directly observed, but are measured with multiplicative distortion measurement errors. Four calibration procedures are used to estimate parameters in the modal linear regression models, namely, conditional mean calibration, conditional absolute mean calibration, conditional variance calibration, and conditional absolute logarithmic calibration. The asymptotic properties for the estimators based on four calibration procedures are established. Monte Carlo simulation experiments are conducted to examine the performance of the proposed estimators. The proposed estimators are applied to analyze a forest fires dataset for an illustration.
引用
收藏
页码:15 / 42
页数:28
相关论文
共 50 条
  • [1] Modal linear regression models with additive distortion measurement errors
    Zhang, Jun
    Yang, Yiping
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2022, 92 (04) : 847 - 874
  • [2] Multiplicative regression models with distortion measurement errors
    Jun Zhang
    Junpeng Zhu
    Yan Zhou
    Xia Cui
    Tao Lu
    Statistical Papers, 2020, 61 : 2031 - 2057
  • [3] Multiplicative regression models with distortion measurement errors
    Zhang, Jun
    Zhu, Junpeng
    Zhou, Yan
    Cui, Xia
    Lu, Tao
    STATISTICAL PAPERS, 2020, 61 (05) : 2031 - 2057
  • [4] Calibration procedures for linear regression models with multiplicative distortion measurement errors
    Zhang, Jun
    Zhou, Yan
    BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 2020, 34 (03) : 519 - 536
  • [5] Logarithmic calibration for multiplicative distortion measurement errors regression models
    Zhang, Jun
    Yang, Yiping
    Li, Gaorong
    STATISTICA NEERLANDICA, 2020, 74 (04) : 462 - 488
  • [6] Linear regression models with general distortion measurement errors
    Zhang, Jun
    Gai, Yujie
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2021, 50 (11) : 3383 - 3396
  • [7] Logarithmic calibration for partial linear models with multiplicative distortion measurement errors
    Zhang, Jun
    Yang, Yiping
    Feng, Sanying
    Wei, Zhenghong
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2020, 90 (10) : 1875 - 1896
  • [8] Multiplicative distortion measurement errors linear models with general moment identifiability condition
    Zhang, Jun
    Xu, Wangli
    Gai, Yujie
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2020, 90 (02) : 291 - 305
  • [9] Statistical inference for linear regression models with additive distortion measurement errors
    Feng, Zhenghui
    Zhang, Jun
    Chen, Qian
    STATISTICAL PAPERS, 2020, 61 (06) : 2483 - 2509
  • [10] Statistical inference for linear regression models with additive distortion measurement errors
    Zhenghui Feng
    Jun Zhang
    Qian Chen
    Statistical Papers, 2020, 61 : 2483 - 2509