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

asymptotic theorycardiovascular diseaseChandra observatoryequation errorheteroscedasticitymeasurement error models

Mathematics Subject Classification ID

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

Recommendations

• A heteroscedastic polynomial regression with measurement error in both axes
• Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model
• On estimation of a heteroscedastic measurement error model under heavy-tailed distributions
• Robust inference in an heteroscedastic measurement error model
• Statistical inference for a semiparametric measurement error regression model with hetero\-scedastic errors

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

(22)

• Heteroscedastic replicated measurement error models under asymmetric heavy-tailed distributions
• Improved estimation in a general multivariate elliptical model
• Bias correction in a multivariate normal regression model with general parameterization
• Inference in a structural heteroskedastic calibration model
• scientific article; zbMATH DE number 5717495 (Why is no real title available?)
• On estimation of a heteroscedastic measurement error model under heavy-tailed distributions
• scientific article; zbMATH DE number 1094287 (Why is no real title available?)
• Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model
• Modeling structural equations with endogenous regressors and heterogeneity through derivative constraints
• Robust replicated heteroscedastic measurement error model using heavy-tailed distribution
• Bayesian inference in a heteroscedastic replicated measurement error model using heavy-tailed distributions
• Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error
• Asymptotic variance-covariance matrices for the linear structural model
• Influence diagnostics in a multivariate normal regression model with general parameterization
• Multivariate elliptical models with general parameterization
• scientific article; zbMATH DE number 5260370 (Why is no real title available?)
• Bayesian inference in measurement error models for replicated data
• Effect of measurement error size in linear heteroscedastic measurement error models
• A multivariate ultrastructural errors-in-variables model with equation error
• A matrix formula for the skewness of maximum likelihood estimators
• Vector autoregressive models with measurement errors for testing Granger causality
• A heteroscedastic polynomial regression with measurement error in both axes

This page was built for publication: A heteroscedastic structural errors-in-variables model with equation error

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q537376)