SPECIFICATION TESTING FOR ERRORS-IN-VARIABLES MODELS
From MaRDI portal
Publication:4959132
DOI10.1017/S0266466620000262zbMath1473.62147MaRDI QIDQ4959132
Publication date: 10 September 2021
Published in: Econometric Theory (Search for Journal in Brave)
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) General nonlinear regression (62J02)
Related Items (4)
ON THE UNIFORM CONVERGENCE OF DECONVOLUTION ESTIMATORS FROM REPEATED MEASUREMENTS ⋮ NONPARAMETRIC SIGNIFICANCE TESTING IN MEASUREMENT ERROR MODELS ⋮ Uniform confidence bands for nonparametric errors-in-variables regression ⋮ AVERAGE DERIVATIVE ESTIMATION UNDER MEASUREMENT ERROR
Cites Work
- Unnamed Item
- Unnamed Item
- Strong consistency and rates for deconvolution of multivariate densities of stationary processes
- New \(M\)-estimators in semi-parametric regression with errors in variables
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Density testing in a contaminated sample
- Deconvolution problems in nonparametric statistics
- Practical bandwidth selection in deconvolution kernel density estimation
- Model checking in errors-in-variables regression
- Minimum distance regression model checking with Berkson measurement errors
- Lack-of-fit testing in errors-in-variables regression model with validation data
- Efficient estimation in the errors in variables model
- Estimating a real parameter in a class of semiparametric models
- Estimation in a multivariate errors in variables regression model: Large sample results
- A quadratic measure of deviation of two-dimensional density estimates and a test of independence
- Nonparametric estimation of the measurement error model using multiple indicators.
- Nonparametric regression with errors in variables
- Comparing nonparametric versus parametric regression fits
- Testing lack-of-fit for a polynomial errors-in-variables model
- Semi-parametric estimation in the nonlinear structural errors-in-variables model
- Nonparametric check for partial linear errors-in-covariables models with validation data
- On deconvolution with repeated measurements
- A ridge-parameter approach to deconvolution
- Goodness-of-fit testing and quadratic functional estimation from indirect observations
- Testing the suitability of polynomial models in errors-in-variables problems
- CONSISTENT MODEL SPECIFICATION TESTS
- A SPECTRAL METHOD FOR DECONVOLVING A DENSITY
- Approximation Theorems of Mathematical Statistics
- Deconvolution with supersmooth distributions
- Polynomial Regression With Errors in the Variables
- Local and Omnibus Goodness-of-Fit Tests in Classical Measurement Error Models
- Confidence Bands in Non-Parametric Errors-In-Variables Regression
- Integrated Square Error Asymptotics for Supersmooth Deconvolution
- Asymptotic Normality of Kernel-Type Deconvolution Estimators
- Generalized two-parameter Lebesgue-Stieltjes integrals and their applications to fractional Brownian fields
This page was built for publication: SPECIFICATION TESTING FOR ERRORS-IN-VARIABLES MODELS