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Debiased inference in errors-in-variables problems with non-Gaussian measurement error

Year: 2026
Type: article
Abstract: We consider drawing statistical inferences based on data subject to non-Gaussian measurement error. The proposed strategy exploits hypercomplex numbers to reduce bias in naive estimation that ignores non-Gaussian measurement error. We apply this new method to several widely applicable parametric regression models with error-prone covariates, and kernel density estimation using error-contaminated data. The efficacy of this method in bias reduction is demonstrated in simulation studies and a real-life application in sports analytics.
Authors: Nicholas Woolsey, Xianzheng Huang
Language: English
Open Access status: hybrid
OpenAlex ID: W7165124100
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Cites: 51
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