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.
| Identifer | oai:union.ndltd.org:KSU/oai:krex.k-state.edu:2097/15157 |
| Date | January 1900 |
| Creators | Liu, Yantong |
| Publisher | Kansas State University |
| Source Sets | K-State Research Exchange |
| Language | en_US |
| Detected Language | English |
| Type | Report |
Page generated in 0.0018 seconds