RT Journal Article
T1 Global dynamics of a system governing an algorithm for regression with censored and non-censored data under general errors
A1 Rivero Rodríguez, Carlos
A1 Castillo, Angela
A1 Zufiria, Pedro J.
A1 Valdés Sánchez, Teófilo
AB We present an investigation into the dynamics of a system, which underlies a new estimating algorithm for regression with grouped and nongrouped data. The algorithm springs from a simplification of the well-known EM algorithm, in which the expectation step of the EM is substituted by a modal step. This avoids awkward integrations when the error distribution is assumed to be general. The sequences generated by the estimating procedure proposed here define our objective system, which is piecewise linear. The study tackles the system's asymptotic stability as well as its speed of convergence to the equilibrium point. In this sense, to reduce the speed of convergence, we propose an alternative estimating procedure. Numerical examples illustrate the theoretical results, compare the proposed procedures and analyze the precision of the estimate.
PB Elsevier Science Bv
SN 0377-0427
YR 2004
FD 2004
LK https://hdl.handle.net/20.500.14352/50495
UL https://hdl.handle.net/20.500.14352/50495
LA eng
NO MEC
NO MECyT
DS Docta Complutense
RD 6 abr 2025