Likelihood inference in the errors-in-variables model

DOI10.1006/JMVA.1996.0055zbMATH Open0865.62032OpenAlexW1997592175MaRDI QIDQ1817490FDOQ1817490

Susan A. Murphy, Aad van der Vaart

Publication date: 17 July 1997

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/8edba4bb02971ac8f9726d5017107679cbfaedf8

zbMATH Keywords

asymptotic normalityasymptotic efficiencyconfidence regionslikelihood ratio statisticmixture modelerrors-in-variables modelmaximum likelihood estimatorsemi-parametric modelasymptotic consistencynormal errorsDonsker classescompletely unknown distributionefficient score equationleast favorable submodels

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Parametric tolerance and confidence regions (62F25) Nonparametric tolerance and confidence regions (62G15)

Cited In (12)

• Efficient and robust tests for semiparametric models
• Empirical likelihood for mixed-effects error-in-variables model
• Title not available (Why is that?)
• Semiparametric inference for merged data from multiple data sources
• Efficient Hellinger distance estimates for semiparametric models
• Likelihood inference under the general response transformation model with heteroscedastic errors.
• New \(M\)-estimators in semi-parametric regression with errors in variables
• Stein 1956: Efficient nonparametric testing and estimation
• Comment on identification and estimation of nonlinear models using two samples with nonclassical measurement errors
• Inference in Error Orthogonal Models
• Statistical inference in two-sample summary-data Mendelian randomization using robust adjusted profile score
• Profile Hellinger distance estimation

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