Weighted Empirical Minimum Distance Estimators in Berkson Measurement Error Regression Models

DOI10.1007/978-3-030-48814-7_3MaRDI QIDQ5141228zbMATHOpenAlexFDO

Authors Hira L. Koul, Pei Geng

Publication date 18 December 2020

Published in Analytical Methods in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-48814-7_3

zbMATH Keywords

validation dataanalog of Hodges-Lehmann estimator

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Hypothesis testing in multivariate analysis (62H15) Neural nets and related approaches to inference from stochastic processes (62M45)

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Cited in

(4)

• Estimation of nonlinear models with Berkson measurement errors
• Weighted empirical minimum distance estimators in linear errors-in-variables regression models
• scientific article; zbMATH DE number 2042825 (Why is no real title available?)
• Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors

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