M-Estimator of a Generalized Linear Model with Measurement Errors

被引：1
|
作者：
Huang, Yujie [1 ,2 ]
Song, Lixin [1 ]
机构：
[1] Dalian Univ Technol, Sch Math Sci, Dalian 116024, Peoples R China
[2] Anshan Normal Univ, Dept Math, Anshan, Peoples R China
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2011年 / 40卷 / 03期
关键词：
Asymptotic normality; Consistency; Generalized linear model; M-estimator; RESPONSE BIAS; REGRESSION;
D O I：
10.1080/03610920903411226
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this article, we propose a generalized linear model and estimate the unknown parameters using robust M-estimator. Under suitable conditions and by the strong law of large numbers and central limits theorem, the proposed M-estimators are proved to be consistent and asymptotically normal. We also evaluate the finite sample performance of our estimator through a Monte Carlo study.
引用
收藏
页码：532 / 546
页数：15
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