Pages that link to "Item:Q1317255"
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The following pages link to Nonparametric regression with errors in variables (Q1317255):
Displaying 50 items.
- Behavior of R-estimators under measurement errors (Q265293) (← links)
- Robust nonparametric kernel regression estimator (Q297148) (← links)
- Regressions with Berkson errors in covariates -- a nonparametric approach (Q367002) (← links)
- Deconvolution of \(P(X<Y)\) with supersmooth error distributions (Q383855) (← links)
- Estimation of semi-varying coefficient model with surrogate data and validation sampling (Q385213) (← links)
- Minimax rates of convergence for Wasserstein deconvolution with supersmooth errors in any dimension (Q391892) (← links)
- Recursive identification of errors-in-variables Wiener-Hammerstein systems (Q397541) (← links)
- Moderate deviations for some nonparametric estimators with errors in variables (Q426710) (← links)
- Manifold estimation and singular deconvolution under Hausdorff loss (Q447839) (← links)
- Statistical inference for fixed-effects partially linear regression models with errors in variables (Q451444) (← links)
- Nonparametric estimation of varying coefficient error-in-variable models with validation sampling (Q550123) (← links)
- Analysis of the rate of convergence of least squares neural network regression estimates in case of measurement errors (Q553267) (← links)
- A semiparametric method for estimating nonlinear autoregressive model with dependent errors (Q640165) (← links)
- Empirical likelihood for the parametric part in partially linear errors-in-function models (Q654470) (← links)
- Rate-optimal nonparametric estimation in classical and Berkson errors-in-variables problems (Q710758) (← links)
- Analysis of least squares regression estimates in case of additional errors in the variables (Q710765) (← links)
- Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models (Q738041) (← links)
- Local indirect least squares and average marginal effects in nonseparable structural systems (Q738123) (← links)
- Efficient statistical inference for partially nonlinear errors-in-variables models (Q741247) (← links)
- Jump detection in generalized error-in-variables regression with an application to Australian health tax policies (Q746678) (← links)
- Moderate deviations for deconvolution kernel density estimators with ordinary smooth measurement errors (Q844866) (← links)
- Model checking in errors-in-variables regression (Q957322) (← links)
- Nonparametric Berkson regression under normal measurement error and bounded design (Q962213) (← links)
- Nonparametric regression for dependent data in the errors-in-variables problem (Q989268) (← links)
- A Bayesian framework for estimating vaccine efficacy per infectious contact (Q999669) (← links)
- Semiparametric estimation of regression functions in autoregressive models (Q1003415) (← links)
- Lack-of-fit testing in errors-in-variables regression model with validation data (Q1009711) (← links)
- Logitboost with errors-in-variables (Q1023585) (← links)
- Nonparametric regression with errors in variables and applications (Q1359762) (← links)
- Joint consistency of nonparametric item characteristic curve and ability estimation (Q1362276) (← links)
- Finite sample performance of deconvolving density estimators (Q1379905) (← links)
- Deconvolution kernel estimator for mean transformation with ordinary smooth error. (Q1424447) (← links)
- Testing lack-of-fit for a polynomial errors-in-variables model (Q1432848) (← links)
- Estimation in a semiparametric partially linear errors-in-variables model (Q1578275) (← links)
- Modeling body height in prehistory using a spatio-temporal Bayesian errors-in-variables model (Q1622075) (← links)
- Smooth backfitting for errors-in-variables additive models (Q1800800) (← links)
- Deconvolution density estimation on \(\text{SO}(N)\) (Q1807101) (← links)
- B-spline estimation of regression functions with errors in variable (Q1807920) (← links)
- Semi-parametric estimation in the nonlinear structural errors-in-variables model (Q1848855) (← links)
- Deconvolving a density from contaminated dependent observations (Q1915249) (← links)
- Estimation of nonparametric regression models with a mixture of Berkson and classical errors (Q1950766) (← links)
- A uniform central limit theorem and efficiency for deconvolution estimators (Q1950913) (← links)
- Parameter estimation of ODE's via nonparametric estimators (Q1951798) (← links)
- A Bernstein-von Mises theorem for discrete probability distributions (Q1951969) (← links)
- Asymptotic normality of parametric part in partially linear models with measurement error in the nonparametric part (Q1973315) (← links)
- Robust nonparametric function estimation for errors-in-variables models (Q1987580) (← links)
- Regression estimation under strong mixing data (Q2000739) (← links)
- Convolution without independence (Q2000864) (← links)
- Density deconvolution with non-standard error distributions: rates of convergence and adaptive estimation (Q2044419) (← links)
- A mixed model approach to measurement error in semiparametric regression (Q2058744) (← links)
