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
Institution: University of South Carolina
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: hybrid
Funder: University of South Carolina
OpenAlex ID: W7165124100
