Expectile Regression With Errors-in-Variables
This paper studies the expectile regression with error-in-variables to reduce the data error and describe the overall data distribution. Specifically, the asymptotic normality of the proposed estimator is thoroughly investigated, and an IRWLS algorithm based on orthogonal distance expectile regressi...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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IEEE
2023-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/10155447/ |
| _version_ | 1827913372695265280 |
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| author | Xiaoxia He Xiaodan Zhou Chunli Li |
| author_facet | Xiaoxia He Xiaodan Zhou Chunli Li |
| author_sort | Xiaoxia He |
| collection | DOAJ |
| description | This paper studies the expectile regression with error-in-variables to reduce the data error and describe the overall data distribution. Specifically, the asymptotic normality of the proposed estimator is thoroughly investigated, and an IRWLS algorithm based on orthogonal distance expectile regression (ODER) is proposed to estimate the parameters. Extensive simulation studies and real data applications evaluate our method’s capabilities in reducing the measurement error bias, demonstrating our model’s parameter estimation effectiveness, and its capability in reducing the simulation error compared with linear and quantile regression schemes. |
| first_indexed | 2024-03-13T02:29:16Z |
| format | Article |
| id | doaj.art-81770dd6572b473a9f0e89aec1b86709 |
| institution | Directory Open Access Journal |
| issn | 2169-3536 |
| language | English |
| last_indexed | 2024-03-13T02:29:16Z |
| publishDate | 2023-01-01 |
| publisher | IEEE |
| record_format | Article |
| series | IEEE Access |
| spelling | doaj.art-81770dd6572b473a9f0e89aec1b867092023-06-29T23:00:23ZengIEEEIEEE Access2169-35362023-01-0111631166312510.1109/ACCESS.2023.328757110155447Expectile Regression With Errors-in-VariablesXiaoxia He0https://orcid.org/0000-0002-0275-5891Xiaodan Zhou1Chunli Li2College of Science, Wuhan University of Science and Technology, Wuhan, ChinaCollege of Science, Wuhan University of Science and Technology, Wuhan, ChinaCollege of Science, Wuhan University of Science and Technology, Wuhan, ChinaThis paper studies the expectile regression with error-in-variables to reduce the data error and describe the overall data distribution. Specifically, the asymptotic normality of the proposed estimator is thoroughly investigated, and an IRWLS algorithm based on orthogonal distance expectile regression (ODER) is proposed to estimate the parameters. Extensive simulation studies and real data applications evaluate our method’s capabilities in reducing the measurement error bias, demonstrating our model’s parameter estimation effectiveness, and its capability in reducing the simulation error compared with linear and quantile regression schemes.https://ieeexplore.ieee.org/document/10155447/Errors-in-variablesexpectile regressionIRWLS algorithmorthogonal distance regression |
| spellingShingle | Xiaoxia He Xiaodan Zhou Chunli Li Expectile Regression With Errors-in-Variables IEEE Access Errors-in-variables expectile regression IRWLS algorithm orthogonal distance regression |
| title | Expectile Regression With Errors-in-Variables |
| title_full | Expectile Regression With Errors-in-Variables |
| title_fullStr | Expectile Regression With Errors-in-Variables |
| title_full_unstemmed | Expectile Regression With Errors-in-Variables |
| title_short | Expectile Regression With Errors-in-Variables |
| title_sort | expectile regression with errors in variables |
| topic | Errors-in-variables expectile regression IRWLS algorithm orthogonal distance regression |
| url | https://ieeexplore.ieee.org/document/10155447/ |
| work_keys_str_mv | AT xiaoxiahe expectileregressionwitherrorsinvariables AT xiaodanzhou expectileregressionwitherrorsinvariables AT chunlili expectileregressionwitherrorsinvariables |