Variance matrix estimation in multivariate classical measurement error models
From MaRDI portal
Publication:6579376
Cites work
- scientific article; zbMATH DE number 52749 (Why is no real title available?)
- scientific article; zbMATH DE number 3196612 (Why is no real title available?)
- Asymptotics for the SIMEX Estimator in Nonlinear Measurement Error Models
- Consistent density deconvolution under partially known error distribution
- Consistent moment estimators of regression coefficients in the presence of errors in variables
- Démonstration du théorème de \textit{Weierstraß}, fondée sur le calcul des probabilités.
- Estimation of the variance matrix in bivariate classical measurement error models
- Flexible parametric approach to classical measurement error variance estimation without auxiliary data
- Maximum Likelihood Estimation of Misspecified Models
- Measurement Error in Nonlinear Models
- Measurement error. Models, methods and applications
- Measurement errors in multivariate measurement scales
- Multi-step quasi-Newton methods for optimization
- Ratio and product methods of estimation of population mean in the presence of correlated measurement errors
- Simulation-Extrapolation Estimation in Parametric Measurement Error Models
- The influence of measurement errors in multiple linear regression
- Using repeated measures to correct correlated measurement errors through orthogonal decomposition
This page was built for publication: Variance matrix estimation in multivariate classical measurement error models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6579376)