NONPARAMETRIC SIGNIFICANCE TESTING IN MEASUREMENT ERROR MODELS (Q5081788)

scientific article; zbMATH DE number 7543685

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English	NONPARAMETRIC SIGNIFICANCE TESTING IN MEASUREMENT ERROR MODELS	scientific article; zbMATH DE number 7543685

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NONPARAMETRIC SIGNIFICANCE TESTING IN MEASUREMENT ERROR MODELS (English)

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17 June 2022

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MaRDI publication profile

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cites work

Inference on distribution functions under measurement error

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Semiparametric estimation of censored selection models with a nonparametric selection mechanism

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Consistent model specification tests

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A Consistent Conditional Moment Test of Functional Form

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Asymptotic Theory of Integrated Conditional Moment Tests

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Non-Parametric Confidence Bands in Deconvolution Density Estimation

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New \(M\)-estimators in semi-parametric regression with errors in variables

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Optimal Rates of Convergence for Deconvolving a Density

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Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series

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Gaussian approximation of suprema of empirical processes

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Comparison and anti-concentration bounds for maxima of Gaussian random vectors

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Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings

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Methodology for Non-Parametric Deconvolution When the Error Distribution is Unknown

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Confidence Bands in Non-Parametric Errors-In-Variables Regression

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On deconvolution with repeated measurements

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Bootstrap bandwidth selection in kernel density estimation from a contaminated sample

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Nonparametric Regression Estimation in the Heteroscedastic Errors-in-Variables Problem

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Significance testing in nonparametric regression based on the bootstrap.

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AVERAGE DERIVATIVE ESTIMATION UNDER MEASUREMENT ERROR

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Real Analysis and Probability

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Nonparametric regression with errors in variables

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Average derivative estimation with errors-in-variables

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CONSISTENT MODEL SPECIFICATION TESTS

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Mathematical Foundations of Infinite-Dimensional Statistical Models

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An updated review of goodness-of-fit tests for regression models

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Semiparametric estimators of functional measurement error models with unknown error

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Testing the suitability of polynomial models in errors-in-variables problems

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A ridge-parameter approach to deconvolution

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Comparing nonparametric versus parametric regression fits

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Uniform confidence bands in deconvolution with unknown error distribution

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Uniform confidence bands for nonparametric errors-in-variables regression

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On characterizing the gamma and the normal distribution

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ON THE UNIFORM CONVERGENCE OF DECONVOLUTION ESTIMATORS FROM REPEATED MEASUREMENTS

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NONPARAMETRIC SIGNIFICANCE TESTING

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Nonparametric estimation of the measurement error model using multiple indicators.

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Variable selection in measurement error models

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Nonparametric regression with infinite order flat-top kernels

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Deconvolution problems in nonparametric statistics

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SPECIFICATION TESTING FOR ERRORS-IN-VARIABLES MODELS

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Semiparametric Estimation of Index Coefficients

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Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series

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Estimation of Nonlinear Models with Measurement Error

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Deconvolving kernel density estimators

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CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE

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Nonparametric model checks for regression

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A NONPARAMETRIC HELLINGER METRIC TEST FOR CONDITIONAL INDEPENDENCE

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Weak convergence and empirical processes. With applications to statistics

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Asymptotic Normality of Kernel-Type Deconvolution Estimators

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A Semi‐parametric Regression Model with Errors in Variables

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full work available at URL

https://doi.org/10.1017/s0266466621000220

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Identifiers

zbMATH Open document ID

1493.62601

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DOI

10.1017/S0266466621000220

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5081788