Statistical inference for a varying-coefficient partially nonlinear model with measurement errors
DOI10.1016/J.STAMET.2016.05.004zbMATH Open1487.62037OpenAlexW2395341615MaRDI QIDQ670134FDOQ670134
Authors: Yunyun Qian, Zhensheng Huang 
Publication date: 18 March 2019
Published in: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.stamet.2016.05.004
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bootstrap methodgeneralized likelihood ratio testmeasure errorprofile least-square methodsvarying-coefficient nonlinear model
Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)
Cites Work
- Generalized likelihood ratio statistics and Wilks phenomenon
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Statistical methods with varying coefficient models
- Estimation in a semiparametric partially linear errors-in-variables model
- Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model
- Corrected local polynomial estimation in varying-coefficient models with measurement errors
- Bias-corrected statistical inference for partially linear varying coefficient errors-in-variables models with restricted condition
- Efficient Statistical Inference Procedures for Partially Nonlinear Models and their Applications
- Estimation and inference for varying coefficient partially nonlinear models
- Statistical inference for restricted partially linear varying coefficient errors-in-variables models
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
- Title not available (Why is that?)
- Nonparametric Inferences for Additive Models
- Empirical likelihood-based inference for parameter and nonparametric function in partially nonlinear models
- Empirical likelihood for partially linear varying-coefficient models with missing response variables and error-prone covariates
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
- Efficient estimation of a semiparametric partially linear varying coefficient model
Cited In (14)
- The focused information criterion for varying-coefficient partially linear measurement error models
- Statistical inferences for varying coefficient partially non linear model with missing covariates
- Nonparametric inference for covariate-adjusted model
- Estimation and inference for varying coefficient partially nonlinear models
- Analysis of the positive response data with the varying coefficient partially nonlinear multiplicative model
- Adjusted empirical likelihood inferences for varying coefficient partially non linear models with endogenous covariates
- Estimation for varying coefficient partially nonlinear models with distorted measurement errors
- Efficient statistical inference for partially nonlinear errors-in-variables models
- Statistical inference for partially time-varying coefficient errors-in-variables models
- Generalized varying coefficient partially linear measurement errors models
- Quantile regression for robust inference on varying coefficient partially nonlinear models
- Estimation for partially varying-coefficient single-index models with distorted measurement errors
- Empirical likelihood for varying coefficient partially nonlinear model with missing responses
- Statistical inference for varying-coefficient models with error-prone covariates
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