• Refine Query
  • Source
  • Publication year
  • to
  • Language
  • 1
  • Tagged with
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • 1
  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Robust mixture linear EIV regression models by t-distribution

Liu, Yantong January 1900 (has links)
Master of Science / Department of Statistics / Weixing Song / A robust estimation procedure for mixture errors-in-variables linear regression models is proposed in the report by assuming the error terms follow a t-distribution. The estimation procedure is implemented by an EM algorithm based on the fact that the t-distribution is a scale mixture of normal distribution and a Gamma distribution. Finite sample performance of the proposed algorithm is evaluated by some extensive simulation studies. Comparison is also made with the MLE procedure under normality assumption.

Page generated in 0.0899 seconds