Estimation of varying coefficient models with measurement error
From MaRDI portal
(Redirected from Publication:2172010)
Cites work
- scientific article; zbMATH DE number 4205634 (Why is no real title available?)
- scientific article; zbMATH DE number 3538576 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- A new approach to estimator selection
- A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks
- Adaptive density estimation in deconvolution problems with unknown error distribution
- Adaptive estimation in a nonparametric regression model with errors-in-variables
- Adaptive wavelet estimator for nonparametric density deconvolution
- Adaptive wavelet multivariate regression with errors in variables
- Anisotropic adaptive kernel deconvolution
- Asymptotic normality of nonparametric kernel type deconvolution density estimators: crossing the Cauchy boundary
- Bootstrap bandwidth selection in kernel density estimation from a contaminated sample
- Convolution without independence
- Deconvolution problems in nonparametric statistics
- Deconvolution with supersmooth distributions
- Deconvolving kernel density estimators
- Density deconvolution from repeated measurements without symmetry assumption on the errors
- Dimensionality reduction and variable selection in multivariate varying-coefficient models with a large number of covariates
- Estimating the Technology of Cognitive and Noncognitive Skill Formation
- Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model
- Generalized non-parametric deconvolution with an application to earnings dynamics
- Improvements on Cross-Validation: The .632+ Bootstrap Method
- Methodology for Non-Parametric Deconvolution When the Error Distribution is Unknown
- NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES
- NONPARAMETRIC REGRESSION IN THE PRESENCE OF MEASUREMENT ERROR
- Nonparametric estimation of the measurement error model using multiple indicators.
- Nonparametric regression with errors in variables
- Nonparametric regression with infinite order flat-top kernels
- On characterizing the gamma and the normal distribution
- On deconvolution with repeated measurements
- On the uniform convergence of deconvolution estimators from repeated measurements
- Optimal Rates of Convergence for Deconvolving a Density
- Oracle inequalities and adaptive estimation in the convolution structure density model
- Random forests
- Root-N-Consistent Semiparametric Regression
- Semiparametric Estimation of Regression Models for Panel Data
- Semiparametric estimation of censored selection models with a nonparametric selection mechanism
- Sharp Optimality in Density Deconvolution with Dominating Bias. I
- Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates
- Varying Coefficients Model with Measurement Error
- Varying index coefficient models
- Wavelet deconvolution
Cited in
(8)- The focused information criterion for varying-coefficient partially linear measurement error models
- Nonparametric estimation of additive models with errors-in-variables
- Generalized varying coefficient partially linear measurement errors models
- Consistent estimation of coefficients in measurement error models with replicated observations
- Network Varying Coefficient Model
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
- Re-weighting estimation of the coefficients in the varying coefficient model with heteroscedastic errors
- Frontier estimation in the presence of measurement error with unknown variance
This page was built for publication: Estimation of varying coefficient models with measurement error
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2172010)
