Nonparametric estimation of varying coefficient error-in-variable models with validation sampling
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Publication:550123
DOI10.1016/J.JSPI.2011.04.017zbMATH Open1216.62062OpenAlexW2059095987MaRDI QIDQ550123FDOQ550123
Authors: Yazhao Lv, Riquan Zhang, Zhensheng Huang 
Publication date: 8 July 2011
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2011.04.017
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Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)
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Cited In (18)
- Structure identification for varying coefficient models with measurement errors based on kernel smoothing
- Varying-coefficient single-index measurement error model
- Instrumental variable type estimation for generalized varying coefficient models with error-prone covariates
- Non-asymptotic approach to varying coefficient model
- Data-driven model checking for errors-in-variables varying-coefficient models with replicate measurements
- Estimation of semi-varying coefficient error-in-variable models with surrogate data and validation sample
- Estimation and inference for varying-coefficient regression models with error-prone covariates
- Estimation in varying-coefficient errors-in-variables models with missing response variables
- Consistent model check of errors-in-variables varying-coefficient model with auxiliary variable
- Statistical estimation in varying coefficient models with surrogate data and validation sampling
- Asymptotic estimation for varying coefficient errors-in-variables models with longitudinal data
- Empirical likelihood for varying coefficient EV models under longitudinal data
- Varying Coefficients Model with Measurement Error
- Estimation of the error distribution in a varying coefficient regression model
- Corrected local polynomial estimation in varying-coefficient models with measurement errors
- On parameter estimation for varying-coefficient EV models with replicated observations
- Smooth backfitting for errors-in-variables varying coefficient regression models
- Estimation of semi-varying coefficient model with surrogate data and validation sampling
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