Testing symmetry of model errors for non linear multiplicative distortion measurement error models
Jun Zhang,
Zhenghui Feng,
Yue Zhou
Abstract:To study the symmetry and asymmetry of the model error under multiplicative distortion measurement errors setting, we propose a correlation coefficient-based measure between the distribution function and the root of density function. The unknown distribution function and density function are estimated from four kinds of residuals: the conditional mean calibration-based residuals, the conditional absolute mean calibration-based residuals, the conditional variance calibrationbased residuals, and the conditional … Show more
Lemma 1.1. Suppose E|V | 3 < ∞, E(V |W = w) = m(w) and its derivatives up to second order are bounded for all wis the joint density of W and V , andsup w∈ [WL,WR]
Lemma 1.1. Suppose E|V | 3 < ∞, E(V |W = w) = m(w) and its derivatives up to second order are bounded for all wis the joint density of W and V , andsup w∈ [WL,WR]
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.