Estimation in partial linear EV models with replicated observations
From MaRDI portal
Recommendations
- Estimation of parameters of partially linear errors-in-variables models with replicated net points of observation
- Linear EV model with replicate observations on independent variables
- On parameter estimation for varying-coefficient EV models with replicated observations
- Asymptotic normality of parameters estimation in EV model with replicated observations
- Estimation of partial linear error-in-variables models with validation data
Cited in
(21)- Long-term prediction of the metals' prices using non-Gaussian time-inhomogeneous stochastic process
- Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model
- Estimation of parameters of partially linear errors-in-variables models with replicated net points of observation
- Asymptotic normality of parameters estimation in EV model with replicated observations
- Consistency of modified MLE in EV model with replicated observations
- Empirical likelihood inference for a partially linear errors-in-variables model with covariate data missing at random
- The convergence properties for randomly weighted sums of widely negative dependent random variables under sub-linear expectations with related statistical applications
- Goodness-of-fit tests in linear EV regression with replications
- Testing serial correlation in semiparametric varying coefficient partially linear errors-in-variables model
- Empirical likelihood inference in mixtures of semiparametric varying coefficient EV models for longitudinal data with nonignorable dropout
- scientific article; zbMATH DE number 5670785 (Why is no real title available?)
- Empirical likelihood-based inference in a partially linear model for longitudinal data
- Corrected-loss estimation for error-in-variable partially linear model
- Linear EV model with replicate observations on independent variables
- Estimating moments in ANOVA-type mixed models
- On parameter estimation for varying-coefficient EV models with replicated observations
- Two-step estimators in partial linear models with missing response variables and error-prone covariates
- Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations
- Complete \(f\)-moment convergence for maximal randomly weighted sums of arrays of rowwise widely orthant dependent random variables and its statistical applications
- Complete f -moment convergence for m -asymptotic negatively associated random variables and related statistical applications
- Testing serial correlation in semiparametric varying-coefficient partially linear EV models
This page was built for publication: Estimation in partial linear EV models with replicated observations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q551726)
