Pages that link to "Item:Q1867197"

The following pages link to Empirical likelihood confidence region for parameter in the errors-in-variables models. (Q1867197):

Displaying 38 items.

• Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data (Q257640) (← links)
• Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes (Q261766) (← links)
• Two-sample empirical likelihood method for difference between coefficients in linear regression model (Q434386) (← links)
• Empirical likelihood inference for semi-parametric varying-coefficient partially linear EV models (Q626416) (← links)
• Empirical likelihood confidence region for parameters in linear errors-in-variables models with missing data (Q646739) (← links)
• Variable selection in the partially linear errors-in-variables models for longitudinal data (Q692735) (← links)
• Corrected empirical likelihood for a class of generalized linear measurement error models (Q887052) (← links)
• Testing serial correlation in semiparametric varying-coefficient partially linear EV models (Q925987) (← links)
• Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model (Q945802) (← links)
• Testing serial correlation in semiparametric varying coefficient partially linear errors-in-variables model (Q967998) (← links)
• Variable selection for semiparametric varying coefficient partially linear errors-in-variables models (Q979240) (← links)
• Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models (Q1007470) (← links)
• Empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models (Q1012104) (← links)
• Empirical likelihood for median regression model with designed censoring variables (Q1041079) (← links)
• Empirical likelihood for mixed-effects error-in-variables model (Q1048236) (← links)
• Asymptotic properties for LS estimators in EV regression model with dependent errors (Q1635013) (← links)
• Statistical inference for the unbalanced two-way error component regression model with errors-in-variables (Q1674051) (← links)
• Empirical likelihood for varying coefficient EV models under longitudinal data (Q1782039) (← links)
• Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors (Q1935687) (← links)
• Estimation and test of restricted linear EV model with nonignorable missing covariates (Q1989871) (← links)
• Strong law of large numbers for weighted sums of random variables and its applications in EV regression models (Q2121212) (← links)
• Non-asymptotic confidence regions for the parameters of EIV systems (Q2307564) (← links)
• Estimation of the linear EV model with censored data (Q2431587) (← links)
• Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data (Q2443251) (← links)
• Empirical likelihood-based inference in a partially linear model for longitudinal data (Q2481287) (← links)
• Empirical likelihood inference in mixtures of semiparametric varying coefficient EV models for longitudinal data with nonignorable dropout (Q2512583) (← links)
• Berry–Esseen type bounds in heteroscedastic errors-in-variables model (Q2816854) (← links)
• t-Type corrected-loss estimation for error-in-variable model (Q2980124) (← links)
• Empirical Likelihood Confidence Region for Parameters in Semi-linear Errors-in-Variables Models (Q3411065) (← links)
• Empirical Likelihood Confidence Region for the Parameter in a Partially Linear Errors-in-Variables Model (Q3634556) (← links)
• ON CONSISTENCY OF LS ESTIMATORS IN THE ERRORS-IN-VARIABLE REGRESSION MODEL (Q4628412) (← links)
• Empirical likelihood inference for random coefficient INAR(p) process (Q4979102) (← links)
• The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood (Q5077239) (← links)
• Empirical likelihood inference for error density estimators in first-order autoregression models (Q5160179) (← links)
• Variable selection for semiparametric errors-in-variables regression model with longitudinal data (Q5219385) (← links)
• MDP for estimators in EV regression models with α-mixing errors (Q5263972) (← links)
• Empirical Likelihood for Nonparametric Components in Additive Partially Linear Models (Q5299932) (← links)
• Statistical inference in EV linear model (Q5875225) (← links)