CUI Hengjian. $T$-type Estimators and EM Algorithm in Linear Model and Linear Errors-in-Variables Model[J]. Chinese Journal of Applied Probability and Statistics, 2006, 22(3): 321-328.
Citation:
CUI Hengjian. $T$-type Estimators and EM Algorithm in Linear Model and Linear Errors-in-Variables Model[J]. Chinese Journal of Applied Probability and Statistics, 2006, 22(3): 321-328.
CUI Hengjian. $T$-type Estimators and EM Algorithm in Linear Model and Linear Errors-in-Variables Model[J]. Chinese Journal of Applied Probability and Statistics, 2006, 22(3): 321-328.
Citation:
CUI Hengjian. $T$-type Estimators and EM Algorithm in Linear Model and Linear Errors-in-Variables Model[J]. Chinese Journal of Applied Probability and Statistics, 2006, 22(3): 321-328.
T-type Estimators and EM Algorithm in Linear Model and Linear Errors-in-Variables Model
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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