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
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