Statistical inference for fixed-effects partially linear regression models with errors in variables
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Cites work
- scientific article; zbMATH DE number 52749 (Why is no real title available?)
- scientific article; zbMATH DE number 805005 (Why is no real title available?)
- scientific article; zbMATH DE number 918103 (Why is no real title available?)
- scientific article; zbMATH DE number 1419146 (Why is no real title available?)
- A Semi‐parametric Regression Model with Errors in Variables
- Adaptive Varying-Coefficient Linear Models
- Adaptively local one-dimensional subproblems with application to a deconvolution problem
- Efficient estimation in conditional single-index regression
- Estimation in a semiparametric partially linear errors-in-variables model
- Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model
- Failure Time Regression With Continuous Covariates Measured With Error
- Multiplicative Errors-in-Variables Models with Applications to Recent Data Released by the U.S. Department of Energy
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- Nonparametric regression with errors in variables
- On the optimal rates of convergence for nonparametric deconvolution problems
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Regularization of Wavelet Approximations
- Semilinear High-Dimensional Model for Normalization of Microarray Data
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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
- Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects
- Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with \(\alpha\)-mixing errors
- 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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