Nonparametric estimation of varying coefficient error-in-variable models with validation sampling
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Cites work
- scientific article; zbMATH DE number 3483405 (Why is no real title available?)
- scientific article; zbMATH DE number 469125 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 739534 (Why is no real title available?)
- An Effective Bandwidth Selector for Local Least Squares Regression
- Dimension reduction in a semiparametric regression model with errors in covariates
- Empirical likelihood-based dimension reduction inference for linear error-in-responses models with validation study
- Empirical likelihood-based inference in linear errors-in-covariables models with validation data
- Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Inference using surrogate outcome data and a validation sample
- Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data
- Nonparametric regression with errors in variables
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- Semiparametric estimation of nonlinear errors-in-variables models with validation study
- Simulation-Extrapolation Estimation in Parametric Measurement Error Models
- Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
- Statistical estimation in varying coefficient models
- Statistical estimation in varying coefficient models with surrogate data and validation sampling
- Weak and strong uniform consistency of kernel regression estimates
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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