Multivariate measurement error models for replicated data under   heavy-tailed distributions

doi:10.1002/cem.2725

CORC > 北京大学 > 城市与环境学院

	Multivariate measurement error models for replicated data under heavy-tailed distributions
	Cao, Chunzheng ; Lin, Jinguan ; Shi, Jian Qing ; Wang, Wei ; Zhang, Xinyue
刊名	JOURNAL OF CHEMOMETRICS
	2015
关键词	maximum likelihood EM algorithm replicated measurement scale mixtures of normal distribution robustness LINEAR STRUCTURAL RELATIONSHIP COMPARATIVE CALIBRATION MODELS LOCAL INFLUENCE LITTER QUALITY DECOMPOSITION RATES ROOT DECOMPOSITION MAXIMUM-LIKELIHOOD NITROGEN
DOI	10.1002/cem.2725
英文摘要	In this paper, we deal with multivariate measurement error models for replicated data under heavy-tailed distributions, providing appealing robust and adaptable alternatives to the usual Gaussian assumptions. The models contain both error-prone covariates and predictors measured without errors. The surrogates of the response and the multiple error-prone covariates are replicated and are allowed unpaired and/or unequal cases. Under the scale mixtures of normal distribution class, we provide an explicit iterative formula of the maximum likelihood estimation via an expectation-maximization-type algorithm. Closed forms of asymptotic variances of the estimators are also given. The effect and robustness performances are confirmed by the simulation studies. Two real data sets are analyzed by the proposed models. Copyright (c) 2015 John Wiley & Sons, Ltd.; Natural Science Foundation of Jiangsu Province of China [BK2012459]; National Science Foundation of China [11301278]; MOE (Ministry of Education in China) Project of Humanities and Social Sciences [13YJC910001]; SCI(E); ARTICLE; caochunzheng@163.com; 8; 457-466; 29
语种	英语
内容类型	期刊论文
源URL	[http://ir.pku.edu.cn/handle/20.500.11897/417612]
专题	城市与环境学院
推荐引用方式 GB/T 7714	Cao, Chunzheng,Lin, Jinguan,Shi, Jian Qing,et al. Multivariate measurement error models for replicated data under heavy-tailed distributions[J]. JOURNAL OF CHEMOMETRICS,2015.
APA	Cao, Chunzheng,Lin, Jinguan,Shi, Jian Qing,Wang, Wei,&Zhang, Xinyue.(2015).Multivariate measurement error models for replicated data under heavy-tailed distributions.JOURNAL OF CHEMOMETRICS.
MLA	Cao, Chunzheng,et al."Multivariate measurement error models for replicated data under heavy-tailed distributions".JOURNAL OF CHEMOMETRICS (2015).