کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1144749 957431 2012 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Random weighting MM-estimation for linear errors-in-variables models
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Random weighting MM-estimation for linear errors-in-variables models
چکیده انگلیسی

In this paper, we extend the random weighting method to linear errors-in-variables models and propose random weighting MM-estimators (RWME) for parameters. Its large sample properties are studied and the consistency and asymptotic normality are proved under mild conditions. In addition, the results facilitate the construction of confidence regions and hypothesis testing for the unknown parameters. Extensive simulations are reported, showing that the proposed method works well in practical settings. The proposed methods are also applied to a data set from an AIDS clinical trial group study.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of the Korean Statistical Society - Volume 41, Issue 4, December 2012, Pages 505–514
نویسندگان
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