Efficient estimation in the errors in variables model
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Cited in
(39)- The set of observationally equivalent errors-in-variables models
- Approximate maximum likelihood estimation in linear regression
- Nonlinear errors in variables estimation of some Engel curves
- Semiparametric-efficient estimation of AR(1) panel data models.
- The efficiency of adjusted least squares in the linear functional relationship.
- Inference in components of variance models with low replication
- Efficient and robust tests for semiparametric models
- B-spline estimation of regression functions with errors in variable
- Efficient maximum likelihood estimation in semiparametric mixture models
- Semi-parametric estimation in the nonlinear structural errors-in-variables model
- Stein 1956: Efficient nonparametric testing and estimation
- Independence tests in the presence of measurement errors: an invariance law
- EIV regression with bounded errors in data: total `least squares' with Chebyshev norm
- Scalable interpretable learning for multi-response error-in-variables regression
- Exact finite-sample bias and MSE reduction in a simple linear regression model with measurement error
- Testing the suitability of polynomial models in errors-in-variables problems
- The error components regression model: conditional relative efficiency comparisons
- Orthogonal regression: a teaching perspective
- Profile Hellinger distance estimation
- Unbiased estimation of a nonlinear function a normal mean with application to measurement err oorf models
- Comment on `Identification and estimation of nonlinear models using two samples with nonclassical measurement errors'
- scientific article; zbMATH DE number 4044953 (Why is no real title available?)
- Efficient Hellinger distance estimates for semiparametric models
- On choosing estimators'in a simple linear errors-in-variables model
- Saddlepoint approximation in the linear structural relationship model
- scientific article; zbMATH DE number 854961 (Why is no real title available?)
- Identification of linear regressions with errors in all variables
- Specification testing for errors-in-variables models
- Efficient mean estimations in a log-normal linear model with first-order correlated errors
- Complete q-th moment convergence for the maximum of partial sums of m-negatively associated random variables and its application to the EV regression model*
- Variable selection in measurement error models
- Efficient Estimation in the Fine and Gray Model
- Low-rank matrix estimation via nonconvex optimization methods in multi-response errors-in-variables regression
- Logistic regression error-in-covariate models for longitudinal high-dimensional covariates
- Low-rank matrix estimation via nonconvex spectral regularized methods in errors-in-variables matrix regression
- From the early days of the semiparametric field: a conversation with Ya'acov Ritov
- New \(M\)-estimators in semi-parametric regression with errors in variables
- Asymptotic minimax estimation in semiparametric models
- Model checking in errors-in-variables regression
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