Minimum distance model checking in Berkson measurement error models with validation data

DOI10.1007/S11749-018-0610-6zbMATH Open1420.62197OpenAlexW2888000568MaRDI QIDQ2273183FDOQ2273183

Authors: Pei Geng, Hira L. Koul 

Publication date: 18 September 2019

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-018-0610-6

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zbMATH Keywords

kernel smoothingintegrated square distancetwo sample U statistic

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

Cites Work

• Measurement Error in Nonlinear Models
• Minimum distance regression model checking
• Title not available (Why is that?)
• Semiparametric estimation of nonlinear errors-in-variables models with validation study
• Weak and strong uniform consistency of kernel regression estimates
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• Estimation of nonlinear models with Berkson measurement errors
• Regressions with Berkson errors in covariates -- a nonparametric approach
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• Are There Two Regressions?
• Minimum distance regression model checking with Berkson measurement errors
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• Functional and structural methods with mixed measurement error and misclassification in covariates
• Model checking in Tobit regression with measurement errors using validation data
• Nonparametric regression function estimation for errors-in-variables models with validation data

Cited In (6)

• Minimum distance partial linear regression model checking with Berkson measurement errors
• Regression model checking with Berkson measurement errors
• Density deconvolution with small Berkson errors
• Model checking in partial linear regression models with Berkson measurement errors
• Minimum distance regression model checking with Berkson measurement errors
• Title not available (Why is that?)

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