Pages that link to "Item:Q367002"

The following pages link to Regressions with Berkson errors in covariates -- a nonparametric approach (Q367002):

Displaying 12 items.

• Minimum distance partial linear regression model checking with Berkson measurement errors (Q274038) (← links)
• Regressions with Berkson errors in covariates -- a nonparametric approach (Q367002) (← links)
• Identification of mixture models using support variations (Q496146) (← links)
• Identification of nonparametric monotonic regression models with continuous nonclassical measurement errors (Q2074591) (← links)
• Simultaneous inference for Berkson errors-in-variables regression under fixed design (Q2086283) (← links)
• Minimum distance model checking in Berkson measurement error models with validation data (Q2273183) (← links)
• The econometrics of unobservables: applications of measurement error models in empirical industrial organization and labor economics (Q2399530) (← links)
• A minimum projected-distance test for parametric single-index Berkson models (Q2414882) (← links)
• Performance of Wald-type estimator for parametric component in partial linear regression with a mixture of Berkson and classical error models (Q4976537) (← links)
• Maximum entropy in the mean methods in propensity score matching for interval and noisy data (Q5076918) (← links)
• Sparse linear regression models of high dimensional covariates with non-Gaussian outliers and Berkson error-in-variable under heteroscedasticity (Q5082770) (← links)
• (Q6040906) (← links)