Statistical estimation in varying coefficient models with surrogate data and validation sampling
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Publication:1036803
DOI10.1016/j.jmva.2009.04.012zbMath1176.62027OpenAlexW2053493295MaRDI QIDQ1036803
Publication date: 13 November 2009
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2009.04.012
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Related Items (11)
Weighted bias-corrected restricted statistical inference for heteroscedastic semiparametric varying-coefficient errors-in-variables model ⋮ Adaptive jump-preserving estimates in varying-coefficient models ⋮ Variable selection for longitudinal varying coefficient errors-in-variables models ⋮ Estimation of semi-varying coefficient model with surrogate data and validation sampling ⋮ Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data ⋮ Instrumental variable-based empirical likelihood inferences for varying-coefficient models with error-prone covariates ⋮ Instrumental variable type estimation for generalized varying coefficient models with error-prone covariates ⋮ Nonparametric estimation of varying coefficient error-in-variable models with validation sampling ⋮ Profile inference on partially linear varying-coefficient errors-in-variables models under restricted condition ⋮ Empirical likelihood dimension reduction inference for partially non-linear error-in-responses models with validation data ⋮ Estimation of semi-varying coefficient error-in-variable models with surrogate data and validation sample
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