Semi-parametric estimation in the nonlinear structural errors-in-variables model

DOI10.1214/AOS/996986502MaRDI QIDQ1848855zbMATH OpenOpenAlexFDO

Authors Marie-Luce Taupin

Publication date 14 November 2002

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/996986502

zbMATH Keywords

analytic functionsFourier transforms

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

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Cited in

(23)

• Specification testing for errors-in-variables models
• Errors-in-variables jump regression using local clustering
• Convolution without independence
• Measurement error models: from nonparametric methods to deep neural networks
• Semiparametric estimation of structural functions in nonseparable triangular models
• Estimation of the hazard function in a semiparametric model with covariate measurement error
• Accelerated convergence for nonparametric regression with coarsened predictors
• A revisit to correlation analysis for distortion measurement error data
• A non-iterative approach to estimating parameters in a linear structural equation model
• Instrumental variable approach to covariate measurement error in generalized linear models
• Comment for `Identification and estimation of nonlinear models using two samples with nonclassical measurement errors', by Carroll, Chen and Hu
• Comment on `Identification and estimation of nonlinear models using two samples with nonclassical measurement errors'
• Modeling body height in prehistory using a spatio-temporal Bayesian errors-in-variables model
• Jump detection in generalized error-in-variables regression with an application to Australian health tax policies
• scientific article; zbMATH DE number 2220900 (Why is no real title available?)
• Testing the suitability of polynomial models in errors-in-variables problems
• Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models
• New \(M\)-estimators in semi-parametric regression with errors in variables
• The asymptotic properties of nonlinear semiparametric models with Berkson measurement errors
• Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors
• On consistency of LS estimators in the errors-in-variable regression model
• On deconvolution as a first stage nonparametric estimator
• Estimation of partial linear error-in-variables models for \(\rho ^{ - }\)-mixing dependence data

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