The following pages link to (Q4381777):
Displayed 21 items.
- Asymptotic normality of Huber-Dutter estimators in a linear EV model with AR(1) processes (Q261766) (← links)
- Random weighting \(M\)-estimation for linear errors-in-variables models (Q457625) (← links)
- Some limit behaviors for the LS estimator in simple linear EV regression models (Q618012) (← links)
- Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments (Q634854) (← links)
- Convergence rate for LS estimator in simple linear EV regression models (Q708729) (← links)
- The contraction of an isolated mono-component system (Q1326993) (← links)
- Consistency of modified MLE in EV model with replicated observations (Q1609640) (← links)
- Asymptotic properties for LS estimators in EV regression model with dependent errors (Q1635013) (← links)
- Joint modeling for mixed-effects quantile regression of longitudinal data with detection limits and covariates measured with error, with application to AIDS studies (Q1729298) (← links)
- Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors (Q1935684) (← links)
- Asymptotic properties of LS estimators in the errors-in-variables model with MD errors (Q2010789) (← links)
- Composite quantile regression estimation of linear error-in-variable models using instrumental variables (Q2303030) (← links)
- Strong and weak consistency of LS estimators in the EV regression model with negatively superadditive-dependent errors (Q2316718) (← links)
- Complete convergence for weighted sums of NSD random variables and its application in the EV regression model (Q2348719) (← links)
- Moderate deviations for LS estimator in simple linear EV regression model (Q2390473) (← links)
- Robust estimation of parameters in nonlinear ordinary differential equation models (Q2416522) (← links)
- Corrected-loss estimation for error-in-variable partially linear model (Q2516920) (← links)
- Asymptotic normality of LS estimate in simple linear EV regression model (Q2641568) (← links)
- Strong consistency of least-squares estimators in the simple linear errors-in-variables regression model with widely orthant dependent random variables (Q6116724) (← links)
- Complete \(f\)-moment convergence for maximal randomly weighted sums of arrays of rowwise widely orthant dependent random variables and its statistical applications (Q6126013) (← links)
- Strong convergence for weighted sums of WOD random variables and its application in the EV regression model. (Q6204983) (← links)