Statistical inference for fixed-effects partially linear regression models with errors in variables
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Publication:451444
DOI10.1007/S00362-008-0150-3zbMATH Open1247.62143OpenAlexW2005784827MaRDI QIDQ451444FDOQ451444
Authors: Bin Zhou, Haibo Zhou, Jinhong You 
Publication date: 23 September 2012
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-008-0150-3
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Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)
Cites Work
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Cited In (19)
- Statistical inferences in a partially linear model with autoregressive errors
- Jackknife empirical likelihood for the error variance in linear errors-in-variables models with missing data
- Strong consistency rates of estimators in semi-parametric errors-in-variables model with missing responses
- Variable selection in high-dimensional double generalized linear models
- Asymptotic normality of estimators in heteroscedastic errors-in-variables model
- Asymptotic properties for estimators in a semiparametric EV model with NA errors and missing responses
- Statistical inference for heteroscedastic semi-varying coefficient EV models under restricted condition
- Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors
- Estimation in linear models with random effects and errors-in-variables
- Asymptotic normality and strong consistency of LS estimators in the EV regression model with NA errors
- Statistical inference using a weighted difference-based series approach for partially linear regression models
- Statistical inference for partially linear regression models with measurement errors
- Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with \(\alpha\)-mixing errors
- Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects
- A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates
- Strong consistency rates for the estimators in a heteroscedastic EV model with missing responses
- Berry-Esseen type bounds in heteroscedastic errors-in-variables model
- Jackknife empirical likelihood of error variance in partially linear varying-coefficient errors-in-variables models
- Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
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