Asymptotic properties of covariate-adjusted regression with correlated errors

DOI10.1016/J.SPL.2008.12.024zbMath1160.62079OpenAlexW2094206125MaRDI QIDQ1017812

Damla Şentürk, Danh V. Nguyen

Publication date: 12 May 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.12.024

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (7)

Checking the adequacy for a distortion errors-in-variables parametric regression model ⋮ Covariate-Adjusted Regression for Time Series ⋮ Multiplicative regression models with distortion measurement errors ⋮ Statistical inference on partial linear additive models with distortion measurement errors ⋮ A nonparametric test for covariate-adjusted models ⋮ Correlation curve estimation for multiplicative distortion measurement errors data ⋮ Logarithmic calibration for nonparametric multiplicative distortion measurement errors models

Cites Work

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• Inference for covariate adjusted regression via varying coefficient models
• COVARIATE-ADJUSTED REGRESSION FOR LONGITUDINAL DATA INCORPORATING CORRELATION BETWEEN REPEATED MEASUREMENTS
• Covariate-adjusted regression

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