SIMEX Estimation in Parametric Modal Regression with Measurement Error

2019/09/26 by Jianhong Shi, Yujing Zhang, Shi, Jianhong +5
Decision Sciences · Engineering · Mathematics · #62G05 #62G08 #Advanced Statistical Methods and Models #FOS: Computer and information sciences #Methodology (stat.ME) #Probabilistic and Robust Engineering Design #Structural Health Monitoring Techniques

paper · pdf · doi:10.48550/arxiv.1909.12331

openalex publication_date 2019/09/26 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

For a class of parametric modal regression models with measurement error, a simulation extrapolation estimation procedure is proposed in this paper for estimating the modal regression coefficients. Large sample properties of the proposed estimation procedure, including the consistency and asymptotic normality, are thoroughly investigated. Simulation studies are conducted to evaluate its robustness to potential outliers and the effectiveness in reducing the bias caused by the measurement error.

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