| ���������ĸ��Ϸ�λ���ع��SIMEX���� |
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| 引用本文： | ����ƽ,��³,�ⶫ��.���������ĸ��Ϸ�λ���ع��SIMEX����[J].应用概率统计,2020,36(2):111-122. |
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| 作者姓名： | ����ƽ ��³ �ⶫ�� |
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| 作者单位： | ??????????????????, ????, 400067 |
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| 摘 要： |
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| 关 键 词： | ?????λ????? ??????? ??????? SIMEX |
SIMEX Estimation for Composite Quantile Regression Model with Measurement Error |
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| YANG Yiping,YU Lu,WU Dongsheng.SIMEX Estimation for Composite Quantile Regression Model with Measurement Error[J].Chinese Journal of Applied Probability and Statisties,2020,36(2):111-122. |
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| Authors: | YANG Yiping YU Lu WU Dongsheng |
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| Institution: | College of Mathematics and Statistics,Chongqing Technology and Business University,Chongqing, 400067, China |
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| Abstract: | ??Composite quantile regression model with measurement error is considered. The SIMEX estimators of the unknown regression coefficients are proposed based on the composite quantile regression. The proposed estimators not only eliminate the bias caused by measurement error, but also retain the advantages of the composite quantile regression estimation. The asymptotic properties of the SIMEX estimation are proved under some regular conditions. The finite sample
properties of the proposed method are studied by a simulation study, and a real example is analyzed. |
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| Keywords: | composite quantile regression measurement error asymptotic normality SIMEX |
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