Semi-parametric estimation in the nonlinear structural errors-in-variables model
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Publication:1848855
DOI10.1214/AOS/996986502zbMATH Open1029.62039OpenAlexW1982690934MaRDI QIDQ1848855FDOQ1848855
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
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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)
- Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models
- On consistency of LS estimators in the errors-in-variable regression model
- Specification testing for errors-in-variables models
- Semiparametric estimation of structural functions in nonseparable triangular models
- Convolution without independence
- Instrumental variable approach to covariate measurement error in generalized linear models
- Modeling body height in prehistory using a spatio-temporal Bayesian errors-in-variables model
- Estimation of the hazard function in a semiparametric model with covariate measurement error
- Testing the suitability of polynomial models in errors-in-variables problems
- On deconvolution as a first stage nonparametric estimator
- Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors
- 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'
- New \(M\)-estimators in semi-parametric regression with errors in variables
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- A revisit to correlation analysis for distortion measurement error data
- Jump detection in generalized error-in-variables regression with an application to Australian health tax policies
- Errors-in-variables jump regression using local clustering
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- Accelerated convergence for nonparametric regression with coarsened predictors
- The asymptotic properties of nonlinear semiparametric models with Berkson measurement errors
- Estimation of partial linear error-in-variables models for \(\rho ^{ - }\)-mixing dependence data
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