A heteroscedastic structural errors-in-variables model with equation error
DOI10.1016/J.STAMET.2009.02.003zbMATH Open1463.62175OpenAlexW2044052196MaRDI QIDQ537376FDOQ537376
Authors: Heleno Bolfarine, Mário de Castro, Alexandre G. Patriota 
Publication date: 20 May 2011
Published in: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.stamet.2009.02.003
Recommendations
- A heteroscedastic polynomial regression with measurement error in both axes
- Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model
- On estimation of a heteroscedastic measurement error model under heavy-tailed distributions
- Robust inference in an heteroscedastic measurement error model
- Statistical inference for a semiparametric measurement error regression model with hetero\-scedastic errors
heteroscedasticityasymptotic theorymeasurement error modelsequation errorcardiovascular diseaseChandra observatory
Asymptotic properties of parametric estimators (62F12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to physics (62P35) General questions in astronomy and astrophysics (85A04)
Cites Work
Cited In (21)
- Asymptotic variance-covariance matrices for the linear structural model
- Robust replicated heteroscedastic measurement error model using heavy-tailed distribution
- Effect of measurement error size in linear heteroscedastic measurement error models
- Multivariate elliptical models with general parameterization
- Inference in a structural heteroskedastic calibration model
- A heteroscedastic polynomial regression with measurement error in both axes
- On estimation of a heteroscedastic measurement error model under heavy-tailed distributions
- Influence diagnostics in a multivariate normal regression model with general parameterization
- Title not available (Why is that?)
- Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model
- Bayesian inference in measurement error models for replicated data
- A multivariate ultrastructural errors-in-variables model with equation error
- A matrix formula for the skewness of maximum likelihood estimators
- Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error
- Modeling structural equations with endogenous regressors and heterogeneity through derivative constraints
- Vector autoregressive models with measurement errors for testing Granger causality
- Heteroscedastic replicated measurement error models under asymmetric heavy-tailed distributions
- Improved estimation in a general multivariate elliptical model
- Bias correction in a multivariate normal regression model with general parameterization
- Title not available (Why is that?)
- Bayesian inference in a heteroscedastic replicated measurement error model using heavy-tailed distributions
This page was built for publication: A heteroscedastic structural errors-in-variables model with equation error
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q537376)
