On estimation of a heteroscedastic measurement error model under heavy-tailed distributions

DOI10.1016/J.CSDA.2011.08.011MaRDI QIDQ425409zbMATHOpenAlexFDO

Authors Chun-Zheng Cao, Jinguan Lin, Xiao-Xin Zhu

Publication date 8 June 2012

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2011.08.011

zbMATH Keywords

EM algorithmmaximum likelihoodequation errorscale mixtures of normal distribution

Mathematics Subject Classification ID

Estimation in survival analysis and censored data (62N02) Estimation in multivariate analysis (62H12)

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Cites work

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• scientific article; zbMATH DE number 3442988 (Why is no real title available?)
• scientific article; zbMATH DE number 1419146 (Why is no real title available?)
• A heteroscedastic structural errors-in-variables model with equation error
• Assessment of diagnostic procedures in symmetrical nonlinear regression models
• Estimating the dimension of a model
• Measurement Error in Nonlinear Models
• On estimation and influence diagnostics for the Grubbs' model under heavy-tailed distributions
• On estimation and local influence analysis for measurement errors models under heavy-tailed distributions
• Robust inference in an heteroscedastic measurement error model

Cited in

(15)

• Inference for Errors-in-Variables Models in the Presence of Systematic Errors with an Application to a Satellite Remote Sensing Campaign
• Bayesian inference in a heteroscedastic replicated measurement error model using heavy-tailed distributions
• A heteroscedastic structural errors-in-variables model with equation error
• Robust inference in an heteroscedastic measurement error model
• Heteroscedastic replicated measurement error models under asymmetric heavy-tailed distributions
• On estimation of measurement error models with replication under heavy-tailed distributions
• A heteroscedastic polynomial regression with measurement error in both axes
• On mean estimation for heteroscedastic random variables
• Improved estimation in a general multivariate elliptical model
• Influence diagnostics for Grubbs's model with asymmetric heavy-tailed distributions
• Robust replicated heteroscedastic measurement error model using heavy-tailed distribution
• Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error
• Modelling financial time series based on heavy-tailed market microstructure models with scale mixtures of normal distributions
• A heteroscedastic measurement error model based on skew and heavy-tailed distributions with known error variances
• Estimation of heteroscedastic replicated measurement error model with equation error

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