Expectile Regression With Errors-in-Variables

Xiaoxia He

doi:10.1109/ACCESS.2023.3287571

2023-01-01

Xiaoxia He *

Xiaodan Zhou

Chunli Li

DOI：10.1109/ACCESS.2023.3287571

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摘要

En 中文

本文研究了带有变量误差的期望回归，以减少数据误差并描述总体数据分布。具体地，对所提出的估计量的渐近正态性进行了深入研究，并提出了基于正交距离期望回归 (ODER) 的IRWLS算法来估计参数。广泛的仿真研究和实际数据应用评估了我们的方法在减少测量误差偏差方面的能力，证明了我们的模型的参数估计有效性，以及与线性和分位数回归方案相比减少模拟误差的能力。

Keyword:

Errors-in-variables

expectile regression

IRWLS algorithm

orthogonal distance regression

期刊

IEEE Access

IF:

3.6

论文数:

9.8W

被引数:

29.4W

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