A heteroscedastic structural errors-in-variables model with equation error

DOI10.1016/J.STAMET.2009.02.003MaRDI QIDQ537376zbMATH OpenOpenAlexFDO

Authors Heleno Bolfarine, Mário de Castro, Alexandre G. Patriota

Publication date 20 May 2011

Published in Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.stamet.2009.02.003

zbMATH Keywords

heteroscedasticityasymptotic theorymeasurement error modelsequation errorcardiovascular diseaseChandra observatory

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to physics (62P35) General questions in astronomy and astrophysics (85A04)

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Cites work

• scientific article; zbMATH DE number 52749 (Why is no real title available?)
• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• scientific article; zbMATH DE number 1419146 (Why is no real title available?)
• Robust Estimation of a Location Parameter

Cited in

(21)

• Influence diagnostics in a multivariate normal regression model with general parameterization
• Bayesian inference in a heteroscedastic replicated measurement error model using heavy-tailed distributions
• A matrix formula for the skewness of maximum likelihood estimators
• Vector autoregressive models with measurement errors for testing Granger causality
• Heteroscedastic replicated measurement error models under asymmetric heavy-tailed distributions
• A heteroscedastic polynomial regression with measurement error in both axes
• A multivariate ultrastructural errors-in-variables model with equation error
• On estimation of a heteroscedastic measurement error model under heavy-tailed distributions
• Multivariate elliptical models with general parameterization
• Effect of measurement error size in linear heteroscedastic measurement error models
• Improved estimation in a general multivariate elliptical model
• scientific article; zbMATH DE number 5717495 (Why is no real title available?)
• Bias correction in a multivariate normal regression model with general parameterization
• Bayesian inference in measurement error models for replicated data
• Robust replicated heteroscedastic measurement error model using heavy-tailed distribution
• scientific article; zbMATH DE number 5260370 (Why is no real title available?)
• Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error
• Inference in a structural heteroskedastic calibration model
• Modeling structural equations with endogenous regressors and heterogeneity through derivative constraints
• Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model
• Asymptotic variance-covariance matrices for the linear structural model

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