Pages that link to "Item:Q2547099"
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The following pages link to Estimating structural and functional relationships (Q2547099):
Displayed 46 items.
- An asymptotic minimax risk bound for estimation of a linear functional relationship (Q793479) (← links)
- Are robust estimation methods useful in the structural errors-in- variables model? (Q794087) (← links)
- Least orthogonal absolute deviations (Q804182) (← links)
- Note on Creasy's confidence limits for the gradient in the linear functional relationship (Q1056496) (← links)
- The occurrence of outliers in the explanatory variable considered in an errors-in-variables framework (Q1062392) (← links)
- Instrumental variable estimator for the nonlinear errors-in-variables model (Q1067737) (← links)
- On the errors-in-variables problem for time series (Q1076466) (← links)
- Identification of scalar errors-in-variables models with dynamics (Q1078533) (← links)
- A simple alternative derivation of a useful theorem in linear ''errors-in- variables'' regression models together with some clarifications (Q1090033) (← links)
- Robust estimation of the structural errors-in-variables model (Q1091059) (← links)
- Estimation of the slope in a linear functional relationship (Q1112499) (← links)
- Estimation of a linear transformation and an associated distributional problem (Q1139341) (← links)
- Maximum likelihood estimation of a multivariate linear functional relationship (Q1140381) (← links)
- Identification of stochastic linear systems in presence of input noise (Q1165819) (← links)
- Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors (Q1194033) (← links)
- Comparing regressions when measurement error variances are known (Q1212893) (← links)
- Bayesian inference in error-in-variables models (Q1213267) (← links)
- Functional relationships having many independent variables and errors with multivariate normal distribution (Q1224840) (← links)
- The estimation of a multivariate linear relation (Q1242399) (← links)
- Two clarifications on the likelihood surface in functional models (Q1257743) (← links)
- On the maximum likelihood estimation of a linear structural relationship when the intercept is known (Q1258144) (← links)
- Improved estimation in measurement error models through Stein rule procedure (Q1272743) (← links)
- About existence and uniqueness of the restricted total least squares estimation (Q1326460) (← links)
- Asymptotically honest confidence sets for structural errors-in-variables models (Q1354377) (← links)
- Inference in components of variance models with low replication (Q1429311) (← links)
- A dynamic view of the portfolio efficiency frontier (Q1823827) (← links)
- Specification and identification issues in models involving a latent hierarchical structure (Q1869087) (← links)
- Asymptotic properties of estimators for autoregressive models with errors in variables (Q1922415) (← links)
- Measurement error and ANCOVA: Functional and structural relationship approaches (Q2639543) (← links)
- On testing linear hypotheses on linear functional and structural relationships (Q3135517) (← links)
- Regression with errors in variables: estimators based on third order moments (Q3201385) (← links)
- Errors in variables: consistent adjusted least squares (cals) estimation (Q3345623) (← links)
- Hypotheses Testing on a Multivariate Null Intercept Errors-in-Variables Model (Q3391884) (← links)
- Large-sample comparisons of calibration procedures when both measurements are subject to error: the unreplicated case (Q3474073) (← links)
- Consistency of regression estimates when some variables are subject to error (Q3662460) (← links)
- Estimation in the presence of incidental parameters (Q3965402) (← links)
- Estimation of ultrastructural relations: a synthesis of the functional and structural models and factor analysis (Q4113264) (← links)
- Estimation of bias in classical linear regression slope when the proper model is functional linear regression (Q4148738) (← links)
- Maximum likelihood estimation in a multivariate ‘errors in variables’ regression model with unknown error covariance matrix (Q4162332) (← links)
- A confidence set for the slope in the dolby's ultrastructural model (Q4275766) (← links)
- Estimation of the slope in linear non-normal structural relationships (Q4275857) (← links)
- LARGE SAMPLE ANALYSIS OF AUTOREGRESSIVE MOVING-AVERAGE MODELS WITH ERRORS IN VARIABLES (Q4324814) (← links)
- Bayesian Analysis of a Multivariate Null Intercept Errors-in-Variables Regression Model (Q4430350) (← links)
- On the polynomial structural relationship (Q4529338) (← links)
- Instrumental variable estimation based on grouped data (Q5313462) (← links)
- Robust estimation of a linear functional relationship (Q5750142) (← links)