Statistical inference for the heteroscedastic partially linear varying-coefficient errors-in-variables model with missing censoring indicators
From MaRDI portal
Publication:2045294
DOI10.1155/2021/1141022zbMATH Open1471.62307OpenAlexW3169676151MaRDI QIDQ2045294FDOQ2045294
Authors: Yu-Ye Zou, Chengxin Wu 
Publication date: 12 August 2021
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2021/1141022
Recommendations
- Statistical inference for varying-coefficient partially linear errors-in-variables models with missing data
- Statistical inference in partially nonlinear varying-coefficient errors-in-variables models with missing responses
- Estimation and inferences for varying coefficient partially nonlinear quantile models with censoring indicators missing at random
- Statistical inference in partially linear varying-coefficient models with missing responses at random
- Estimation in partially linear varying-coefficient errors-in-variables models with missing response variables
- Statistical inferences for varying coefficient partially non linear model with missing covariates
- Statistical inference for semiparametric varying coefficient partially linear models with missing data
- scientific article
- ESTIMATION IN PARTLY LINEAR ERROR-IN-COVARIABLE MODELS WITH CENSORED DATA
Cites Work
- Empirical likelihood ratio confidence regions
- Empirical likelihood ratio confidence intervals for a single functional
- Title not available (Why is that?)
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Weak and strong uniform consistency of kernel regression estimates
- Estimation in a semiparametric partially linear errors-in-variables model
- Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model
- Nonparametric quasi-likelihood
- Statistical inference for partially time-varying coefficient errors-in-variables models
- Statistical inference of partially linear regression models with heteroscedastic errors
- Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors
- Estimation and inference of semi-varying coefficient models with heteroscedastic errors
- Title not available (Why is that?)
- Linear regression analysis of survival data with missing censoring indicators
- Asymptotically efficient product-limit estimators with censoring indicators missing at random
- Estimation and confidence bands of a conditional survival function with censoring indicators missing at random
- The weighted least square based estimators with censoring indicators missing at random
- Weighted composite quantile regression with censoring indicators missing at random
- Empirical likelihood for single-index varying-coefficient models with right-censored data
- Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models
- Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random
- Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models
- Empirical likelihood and variable selection for partially linear single-index EV models with missing censoring indicators
- Semiparametric partially linear varying coefficient models with panel count data
- Empirical likelihood for a partially linear single-index measurement error model with right-censored data
Cited In (2)
This page was built for publication: Statistical inference for the heteroscedastic partially linear varying-coefficient errors-in-variables model with missing censoring indicators
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2045294)
