Nonparametric estimation of additive models with errors-in-variables
From MaRDI portal
Cites work
- A design-adaptive local polynomial estimator for the errors-in-variables problem
- A kernel method of estimating structured nonparametric regression based on marginal integration
- A matrix extension of the Cauchy-Schwarz inequality
- A ridge-parameter approach to deconvolution
- Additive regression and other nonparametric models
- Asymptotic properties of backfitting estimators
- Changes in relative wages in the 1980s: Returns to observed and unobserved skills and black-white wage differentials
- Closed-form estimation of nonparametric models with non-classical measurement errors
- Convergence rates and asymptotic normality for series estimators
- Convolution without independence
- Deconvolution problems in nonparametric statistics
- Deconvolution with supersmooth distributions
- Deconvolving kernel density estimators
- Estimation of additive regression models with known links
- Estimation of distributions, moments and quantiles in deconvolution problems
- Estimation of varying coefficient models with measurement error
- Fitting a bivariate additive model by local polynomial regression
- Generalized non-parametric deconvolution with an application to earnings dynamics
- Handbook of econometrics. Vol. 5
- Handbook of econometrics. Volume 7A
- scientific article; zbMATH DE number 4205634 (Why is no real title available?)
- scientific article; zbMATH DE number 3694872 (Why is no real title available?)
- Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models
- Instrumental Variable Treatment of Nonclassical Measurement Error Models
- Introduction to a Theory of the Internal Structure of Functional Relationships
- Linear smoothers and additive models
- Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
- Nonparametric estimation of an additive model with a link function
- Nonparametric Estimation of an Additive Quantile Regression Model
- Nonparametric regression with errors in variables
- On deconvolution with repeated measurements
- On the optimal rates of convergence for nonparametric deconvolution problems
- On the uniform convergence of deconvolution estimators from repeated measurements
- Optimal Rates of Convergence for Deconvolving a Density
- Smooth backfitting for errors-in-variables additive models
- The dimensionality reduction principle for generalized additive models
- The econometrics of unobservables: applications of measurement error models in empirical industrial organization and labor economics
- The existence and asymptotic properties of a backfitting projection algorithm under weak conditions
- The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
- Using SIMEX for Smoothing-Parameter Choice in Errors-in-Variables Problems
- Wage dispersion, returns to skill, and black-white wage differentials
Cited in
(8)- Conditional variance estimation via nonparametric generalized additive models
- scientific article; zbMATH DE number 5314615 (Why is no real title available?)
- scientific article; zbMATH DE number 1795160 (Why is no real title available?)
- SECOND-ORDER APPROXIMATION FOR ADAPTIVE REGRESSION ESTIMATORS
- A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors
- Value added in hierarchical linear mixed models with error in variables
- Inadmissibility but near optimality of an estimator of correlated response variance under additive models
- Generalized empirical likelihood for partially linear errors-in-variables regression model with longitudinal data
This page was built for publication: Nonparametric estimation of additive models with errors-in-variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6134139)
