The following pages link to (Q4003037):
Displayed 50 items.
- Errors-in-variables and the Box-Cox transformation (Q672005) (← links)
- Generalization of the geometric mean functional relationship (Q673287) (← links)
- Polynomial measurement error modeling (Q674274) (← links)
- Some properties of a lack-of-fit test for a linear errors in variables model (Q705031) (← links)
- Linear structural relations: Gradient and Hessian of the fitting function (Q749125) (← links)
- Correlated samples with fixed and nonnormal latent variables (Q817992) (← links)
- Asymptotic relative efficiency of score tests in Weibull models with measurement errors (Q849873) (← links)
- Linear EV model with replicate observations on independent variables (Q862721) (← links)
- Some recent advances in measurement error models and methods (Q862790) (← links)
- Asymptotic efficiency of the ordinary least-squares estimator for SUR models with integrated regressors (Q870325) (← links)
- On the conic section fitting problem (Q873625) (← links)
- On the convergence of the ordered roots of a sequence of determinantal equations (Q910461) (← links)
- Two-stage intrumental variable estimators for the nonlinear errors-in- variables model (Q912559) (← links)
- Noise reduction: Finding the simplest dynamical system consistent with the data (Q918010) (← links)
- A comparison of simultaneous-equations, weighted regression, and noise- in-variables models (Q920536) (← links)
- Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms (Q1130391) (← links)
- Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors (Q1194033) (← links)
- Score tests in a generalized linear model with surrogate covariates (Q1199859) (← links)
- Edgeworth expansions for errors-in-variables models (Q1201131) (← links)
- Semiparametric quasilikelihood and variance function estimation in measurement error models (Q1260691) (← links)
- Elliptical functional models. (Q1264503) (← links)
- Improved estimation in measurement error models through Stein rule procedure (Q1272743) (← links)
- Characterization theorems when variables are measured with error (Q1283928) (← links)
- Asymptotic properties of estimators in nonlinear functional errors-in-variables with dependent error terms (Q1286604) (← links)
- Estimation of partial linear error-in-variables models with validation data (Q1290936) (← links)
- Estimation of censored linear errors-in-variables models (Q1298456) (← links)
- Nonparametric recovery of interblock information in clinical trials with a surrogate endpoint (Q1299045) (← links)
- Estimation of the mean when data contain non-ignorable missing values from a random effects model (Q1324611) (← links)
- Minimum disparity estimation in the errors-in-variables model (Q1332861) (← links)
- Prediction in finite population under error-in-variables superpopulation models (Q1333097) (← links)
- Estimation of a structural linear regression model with a known reliability ratio (Q1335357) (← links)
- Incorporating measurement error in the estimation of autoregressive models for longitudinal data (Q1338346) (← links)
- Cost-efficient study designs for relative risk modeling with covariate measurement error (Q1338365) (← links)
- Bias and mean squared error of the slope estimator in a regression with not necessarily normal errors in both variables (Q1342773) (← links)
- Nonlinear errors in variables estimation of some Engel curves (Q1343136) (← links)
- Bootstrap for nonstandard cases (Q1345563) (← links)
- Asymptotically honest confidence sets for structural errors-in-variables models (Q1354377) (← links)
- Nonparametric regression with errors in variables and applications (Q1359762) (← links)
- A new property of Stein procedure in measurement error model (Q1359792) (← links)
- Exact confidence regions and tests in some linear functional relationships (Q1359808) (← links)
- Nonparametric control for residual heterogeneity in modelling recurrent behaviour (Q1361583) (← links)
- Simulation methods for mean and median bias reduction in parametric estimation (Q1361614) (← links)
- Higher moment estimators for linear regression models with errors in the variables (Q1362036) (← links)
- Improved estimation of the slope parameter in a linear ultrastructural model when measurement errors are not necessarily normal (Q1362493) (← links)
- Robust estimation in the errors variables model via weighted likelihood estimating equations (Q1367094) (← links)
- Regularized local linear prediction of chaotic time series (Q1375609) (← links)
- Accurate test limits under prescribed consumer risk (Q1380640) (← links)
- Asymptotic efficiency properties of least squares in an ultrastructural model (Q1382954) (← links)
- On parameter estimation for semi-linear errors-in-variables models (Q1383909) (← links)
- Generated regressors in linear and nonlinear models (Q1391367) (← links)