Nonparametric Methods for Solving the Berkson Errors-in-Variables Problem
DOI10.1111/J.1467-9868.2006.00540.XzbMATH Open1100.62044OpenAlexW2003992972MaRDI QIDQ3408532FDOQ3408532
Authors: Aurore Delaigle, Peihua Qiu, Peter Hall 
Publication date: 14 November 2006
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9868.2006.00540.x
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- Optimal Change‐point Estimation in Inverse Problems
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- Semiparametric regression modeling with mixtures of Berkson and classical error, with application to fallout from the Nevada test site
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Cited In (12)
- Title not available (Why is that?)
- Regressions with Berkson errors in covariates -- a nonparametric approach
- Estimation of nonparametric regression models with a mixture of Berkson and classical errors
- Instrumental variable approach to covariate measurement error in generalized linear models
- Nonparametric density estimation from data with a mixture of Berkson and classical errors
- Modeling body height in prehistory using a spatio-temporal Bayesian errors-in-variables model
- Nonparametric regression estimate with Berkson Laplace measurement error
- Rate-optimal nonparametric estimation in classical and Berkson errors-in-variables problems
- Nonparametric kernel methods with errors-in-variables: constructing estimators, computing them, and avoiding common mistakes
- Nonparametric estimation of cumulative distribution function from noisy data in the presence of Berkson and classical errors
- Simultaneous inference for Berkson errors-in-variables regression under fixed design
- Nonparametric Berkson regression under normal measurement error and bounded design
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