Pages that link to "Item:Q1578275"
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The following pages link to Estimation in a semiparametric partially linear errors-in-variables model (Q1578275):
Displaying 50 items.
- Asymptotic normality of estimators in heteroscedastic errors-in-variables model (Q1621668) (← links)
- Empirical likelihood for semivarying coefficient model with measurement error in the nonparametric part (Q1622017) (← links)
- Robust empirical likelihood for partially linear models via weighted composite quantile regression (Q1643001) (← links)
- Consistent model check of errors-in-variables varying-coefficient model with auxiliary variable (Q1644424) (← links)
- Subject-wise empirical likelihood inference in partial linear models for longitudinal data (Q1654234) (← links)
- Robust estimation in partially linear errors-in-variables models (Q1658500) (← links)
- Analysis of longitudinal data with covariate measurement error and missing responses: an improved unbiased estimating equation (Q1662176) (← links)
- Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors (Q1709424) (← links)
- Estimation and testing for partially functional linear errors-in-variables models (Q1733291) (← links)
- Ridge estimation in semiparametric linear measurement error models (Q1754430) (← links)
- Jackknifing in partially linear regression models with serially correlated errors (Q1765622) (← links)
- Empirical likelihood for varying coefficient EV models under longitudinal data (Q1782039) (← links)
- A generalized partially linear framework for variance functions (Q1786908) (← links)
- Estimation and hypothesis test for partial linear multiplicative models (Q1796934) (← links)
- Smooth backfitting for errors-in-variables additive models (Q1800800) (← links)
- Empirical likelihood confidence region for parameter in the errors-in-variables models. (Q1867197) (← links)
- Jackknifing type weighted least squares estimators in partially linear regression models. (Q1871309) (← links)
- Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors (Q1935687) (← links)
- Statistical inference on restricted partially linear additive errors-in-variables models (Q1946886) (← links)
- Empirical likelihood inference for partially time-varying coefficient errors-in-variables models (Q1950849) (← links)
- A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates (Q1950897) (← links)
- SIMEX and standard error estimation in semiparametric measurement error models (Q1951980) (← links)
- Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data (Q1952046) (← links)
- Estimation via corrected scores in general semiparametric regression models with error-prone covariates (Q1952231) (← links)
- Estimation and test of restricted linear EV model with nonignorable missing covariates (Q1989871) (← links)
- Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models (Q1989897) (← links)
- A semi-parametric mode regression with censored data (Q2002089) (← links)
- Data-driven model checking for errors-in-variables varying-coefficient models with replicate measurements (Q2007994) (← links)
- Conditional absolute mean calibration for partial linear multiplicative distortion measurement errors models (Q2008000) (← links)
- Efficient estimation of longitudinal data additive varying coefficient regression models (Q2013055) (← links)
- Estimation of partially specified spatial panel data models with random-effects (Q2018881) (← links)
- Semiparametric method and theory for continuously indexed spatio-temporal processes (Q2022565) (← links)
- Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects (Q2029210) (← links)
- Statistical inference for linear regression models with additive distortion measurement errors (Q2029215) (← links)
- Statistical inference for the heteroscedastic partially linear varying-coefficient errors-in-variables model with missing censoring indicators (Q2045294) (← links)
- Kernel density estimation for partial linear multivariate responses models (Q2048116) (← links)
- Independence tests in the presence of measurement errors: an invariance law (Q2062771) (← links)
- Estimation of the mean of the partially linear single-index errors-in-variables model with missing response variables (Q2069287) (← links)
- Strong consistency rates for the estimators in a heteroscedastic EV model with missing responses (Q2069452) (← links)
- Estimation of spatial autoregressive models with covariate measurement errors (Q2079628) (← links)
- Asymptotic properties for estimators in a semiparametric EV model with NA errors and missing responses (Q2122276) (← links)
- Weighted bias-corrected restricted statistical inference for heteroscedastic semiparametric varying-coefficient errors-in-variables model (Q2132047) (← links)
- Extrapolation estimation in parametric regression models with measurement error (Q2143001) (← links)
- Empirical likelihood for partially linear errors-in-variables models with longitudinal data (Q2155655) (← links)
- Structure identification for varying coefficient models with measurement errors based on kernel smoothing (Q2208398) (← links)
- Estimation and inference in semi-functional partially linear measurement error models (Q2219871) (← links)
- Penalized empirical likelihood for partially linear errors-in-variables models (Q2234732) (← links)
- Empirical likelihood for partly linear models with errors in all variables (Q2252901) (← links)
- Statistical inference for partially linear regression models with measurement errors (Q2257065) (← links)
- Block empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models with longitudinal data (Q2260573) (← links)
