Random weighting M-estimation for linear errors-in-variables models
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Publication:457625
errors-in-variables\(M\)-estimation\(M\)-testlinear hypothesisrandom weighting \(M\)-testrandomly weighting method
Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Estimation in survival analysis and censored data (62N02) Applications of statistics to biology and medical sciences; meta analysis (62P10) Asymptotic properties of parametric tests (62F05) Parametric tolerance and confidence regions (62F25) Testing in survival analysis and censored data (62N03)
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Cites work
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- scientific article; zbMATH DE number 147970 (Why is no real title available?)
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- Analysis of least absolute deviation
- Approximating null distribution of the M-test statistics in linear models
- Approximation by randomly weighting method in censored regression model
- Bootstrap consistency for general semiparametric \(M\)-estimation
- Censored quantile regression with covariate measurement errors
- Exchangeably weighted bootstraps of the general empirical process
- Generalized bootstrap for estimating equations
- On semiparametric \(M\)-estimation in single-index regression
- Onmout ofnBootstrapping for Nonstandard M-Estimation With Nuisance Parameters
- Panel data from time series of cross-sections
- Random weighting method for Cox's proportional hazards model
- Robust semiparametric M-estimation and the weighted bootstrap
- The relationship between virologic and immunologic responses in AIDS clinical research using mixed-effects varying-coefficient models with measurement error
- The weighted bootstrap
- Weak convergence and empirical processes. With applications to statistics
Cited in
(19)- Two step composite quantile regression for single-index models
- Weighted empirical minimum distance estimators in linear errors-in-variables regression models
- Random weighting estimation of sampling distributions via importance resampling
- A random weighted method to estimate composite quantile for linear errors-in-variables models
- Weak convergence for random weighting estimation of smoothed quantile processes
- The error variance of LMS with time-varying weights
- Robust and efficient direction identification for groupwise additive multiple-index models and its applications
- Randomly weighted LAD-estimation for partially linear errors-in-variables models
- Random weighting estimation of stable exponent
- Random weighting method for smoothed binary response model
- Composite quantile regression estimation of linear error-in-variable models using instrumental variables
- Multivariate measurement error models based on Student-t distribution under censored responses
- Random weighting in LASSO regression
- Weighted Stochastic Restricted Estimation in Linear Measurement Error Models
- Efficiency results of MLE and GMM estimation with sampling weights
- Testing in linear composite quantile regression models
- scientific article; zbMATH DE number 713511 (Why is no real title available?)
- Random weighting-based quantile estimation via importance resampling
- Random weighting method for M-test in linear model with dependent errors
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