On Semiparametric EV Models with Serially Correlated Errors in Both Regression Models and Mismeasured Covariates

DOI10.1111/j.1467-9469.2006.00538.xzbMath1142.62043OpenAlexW2082953193MaRDI QIDQ5430587

Haibo Zhou, Jin-hong You

Publication date: 16 December 2007

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2006.00538.x

zbMATH Keywords

errors in variablesestimating equationmeasurement errorsauxiliary variables

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

Related Items (5)

Two steps generalized maximum entropy estimation procedure for fitting linear regression when both covariates are subject to error ⋮ Instrumental variable-based empirical likelihood inferences for varying-coefficient models with error-prone covariates ⋮ On nonlinear regression estimator with denoised variables ⋮ Instrumental variable type estimation for generalized varying coefficient models with error-prone covariates ⋮ Estimation and inference for varying-coefficient regression models with error-prone covariates

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