Weighted Empirical Minimum Distance Estimators in Berkson Measurement Error Regression Models
DOI10.1007/978-3-030-48814-7_3zbMATH Open1455.62110OpenAlexW3042248412MaRDI QIDQ5141228FDOQ5141228
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
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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- Measurement Error in Nonlinear Models
- Estimates of Location Based on Rank Tests
- Pathologies of some minimum distance estimators
- Minimum Hellinger distance estimates for parametric models
- Weighted empirical processes in dynamic nonlinear models.
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- Asymptotics of some estimators and sequential residual empiricals in nonlinear time series
- Are There Two Regressions?
- An efficient and robust adaptive estimator of location
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Cited In (1)
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