Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data

DOI10.1016/J.JMVA.2005.05.011zbMATH Open1107.62033OpenAlexW2105484620MaRDI QIDQ873612FDOQ873612

Authors: Qihua Wang, Keming Yu 

Publication date: 29 March 2007

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2005.05.011

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zbMATH Keywords

kernel estimationmeasurement errorconditional density estimationempirical likelihoodsurrogate variables

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic distribution theory in statistics (62E20)

Cites Work

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• Dimension reduction in a semiparametric regression model with errors in covariates
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• Expected Estimating Equations to Accommodate Covariate Measurement Error

Cited In (19)

• Variable selection for semiparametric errors-in-variables regression model with longitudinal data
• Model checking for general linear error-in-covariables model with validation data
• Nonparametric estimation of varying coefficient error-in-variable models with validation sampling
• Estimation of semi-varying coefficient error-in-variable models with surrogate data and validation sample
• Destructive stockpile reliability assessments: a semiparametric estimation of errors in variables with validation sample approach
• Bayesian analysis of multivariate probit models with surrogate outcome data
• Semiparametric inference with kernel likelihood
• Checking nonparametric component for partial linear regression model with missing response
• Empirical likelihood dimension reduction inference for partially non-linear error-in-responses models with validation data
• Statistical estimation in varying coefficient models with surrogate data and validation sampling
• Estimation of the linear EV model with censored data
• Empirical likelihood for varying coefficient EV models under longitudinal data
• Conditional density estimation with covariate measurement error
• Title not available (Why is that?)
• Conditional score approach to errors-in-variable current status data under the proportional odds model
• Asymptotic normality for the partially linear EV models with longitudinal data
• Model checking for partially linear models with missing responses at random
• Profile inference on partially linear varying-coefficient errors-in-variables models under restricted condition
• Kernel‐based Generalized Cross‐validation in Non‐parametric Mixed‐effect Models

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