线性模型和线性EV模型中的T-型回归估计和EM算法

T-type Estimators and EM Algorithm in Linear Model and Linear Errors-in-Variables Model

  • 摘要: 本文对于线性函数关系EV模型定义了t\,-型回归估计, 并对于普通线性模型和线性函数关系EV模型给出了计算t\,-型回归估计的EM算法, 同时获得了估计的相合性\bd 模拟结果表明由EM算法获得的t\,-型回归估计的表现良好.

     

    Abstract: This paper defines t-type regression estimator for the linear functional errors-in-variables (EV) models, the EM algorithm for t-type estimators in the ordinary linear model and linear functional EV model is given. Moreover, the consistency of t-type estimators for linear EV model is also obtained. Simulations are shown that performance of the t-type estimators by EM algorithm is quite well.

     

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