Variance matrix estimation in multivariate classical measurement error models

DOI10.1007/S00362-023-01443-YMaRDI QIDQ6579376FDOQ6579376

Authors: Elif Kekeç, Ingrid Van Keilegom 

Publication date: 25 July 2024

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

Bernstein polynomialsidentifiabilitymultiple linear regressionerrors-in-variablessimulation-extrapolationcorrelated measurement errors

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Maximum Likelihood Estimation of Misspecified Models
• Measurement Error in Nonlinear Models
• Simulation-Extrapolation Estimation in Parametric Measurement Error Models
• Title not available (Why is that?)
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• Consistent moment estimators of regression coefficients in the presence of errors in variables
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• Asymptotics for the SIMEX Estimator in Nonlinear Measurement Error Models
• Multi-step quasi-Newton methods for optimization
• Measurement errors in multivariate measurement scales
• The influence of measurement errors in multiple linear regression
• Estimation of the variance matrix in bivariate classical measurement error models
• Démonstration du théorème de \textit{Weierstraß}, fondée sur le calcul des probabilités.
• Ratio and product methods of estimation of population mean in the presence of correlated measurement errors
• Flexible parametric approach to classical measurement error variance estimation without auxiliary data
• Using repeated measures to correct correlated measurement errors through orthogonal decomposition

Cited In (1)

• Estimation of the density for censored and contaminated data

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