Characterization theorems when variables are measured with error

DOI10.1006/JMVA.1998.1796MaRDI QIDQ1283928zbMATH OpenOpenAlexFDO

Authors John P. jun. Holcomb

Publication date 13 December 1999

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1998.1796

zbMATH Keywords

conditional expectationconditional variancemeasurement error model

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Linear regression; mixed models (62J05)

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Cites work

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• Deconvolution-based score tests in measurement error models
• Errors of Measurement in Statistics
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Cited in

(3)

• The Importance of Assessing Measurement Reliability in Multivariate Regression
• Bivariate, multivariate, and matrix variate normal characterizations: A brief survey II
• Linear EV model with replicate observations on independent variables

Describes a project that uses

Uses Software

• BLINPLUS
• relibpls8

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