The following pages link to (Q4003037):
Displayed 50 items.
- Errors-in-variables and the Box-Cox transformation (Q672005) (← links)
- Generalization of the geometric mean functional relationship (Q673287) (← links)
- Polynomial measurement error modeling (Q674274) (← links)
- Some properties of a lack-of-fit test for a linear errors in variables model (Q705031) (← links)
- Linear structural relations: Gradient and Hessian of the fitting function (Q749125) (← links)
- Correlated samples with fixed and nonnormal latent variables (Q817992) (← links)
- Asymptotic relative efficiency of score tests in Weibull models with measurement errors (Q849873) (← links)
- Linear EV model with replicate observations on independent variables (Q862721) (← links)
- Some recent advances in measurement error models and methods (Q862790) (← links)
- Asymptotic efficiency of the ordinary least-squares estimator for SUR models with integrated regressors (Q870325) (← links)
- On the conic section fitting problem (Q873625) (← links)
- On the convergence of the ordered roots of a sequence of determinantal equations (Q910461) (← links)
- Two-stage intrumental variable estimators for the nonlinear errors-in- variables model (Q912559) (← links)
- Noise reduction: Finding the simplest dynamical system consistent with the data (Q918010) (← links)
- A comparison of simultaneous-equations, weighted regression, and noise- in-variables models (Q920536) (← links)
- Use of non-normality in structural equation modeling: Application to direction of causation (Q947250) (← links)
- Consistent estimation in an implicit quadratic measurement error model (Q956994) (← links)
- On a symmetrized simulation extrapolation estimator in linear errors-in-variables models (Q957042) (← links)
- Model checking in errors-in-variables regression (Q957322) (← links)
- The element-wise weighted total least-squares problem (Q959147) (← links)
- Linear grouping using orthogonal regression (Q959227) (← links)
- Local influence in measurement error models with ridge estimate (Q959364) (← links)
- Investigating omitted variable bias in regression parameter estimation: a genetic algorithm approach (Q959367) (← links)
- Smoothing splines estimators for functional linear regression (Q1002148) (← links)
- Minimum distance regression model checking with Berkson measurement errors (Q1002151) (← links)
- Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates (Q1002167) (← links)
- Improved estimation in multiple linear regression models with measurement error and general constraint (Q1002354) (← links)
- Density estimation with heteroscedastic error (Q1002570) (← links)
- Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models (Q1007470) (← links)
- Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms (Q1130391) (← links)
- Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors (Q1194033) (← links)
- Score tests in a generalized linear model with surrogate covariates (Q1199859) (← links)
- Edgeworth expansions for errors-in-variables models (Q1201131) (← links)
- Semiparametric quasilikelihood and variance function estimation in measurement error models (Q1260691) (← links)
- Elliptical functional models. (Q1264503) (← links)
- Improved estimation in measurement error models through Stein rule procedure (Q1272743) (← links)
- Characterization theorems when variables are measured with error (Q1283928) (← links)
- Asymptotic properties of estimators in nonlinear functional errors-in-variables with dependent error terms (Q1286604) (← links)
- Estimation of partial linear error-in-variables models with validation data (Q1290936) (← links)
- Estimation of censored linear errors-in-variables models (Q1298456) (← links)
- Nonparametric recovery of interblock information in clinical trials with a surrogate endpoint (Q1299045) (← links)
- Estimation of the mean when data contain non-ignorable missing values from a random effects model (Q1324611) (← links)
- Minimum disparity estimation in the errors-in-variables model (Q1332861) (← links)
- Prediction in finite population under error-in-variables superpopulation models (Q1333097) (← links)
- Estimation of a structural linear regression model with a known reliability ratio (Q1335357) (← links)
- Incorporating measurement error in the estimation of autoregressive models for longitudinal data (Q1338346) (← links)
- Cost-efficient study designs for relative risk modeling with covariate measurement error (Q1338365) (← links)
- Bias and mean squared error of the slope estimator in a regression with not necessarily normal errors in both variables (Q1342773) (← links)
- Nonlinear errors in variables estimation of some Engel curves (Q1343136) (← links)
- Bootstrap for nonstandard cases (Q1345563) (← links)