Pages that link to "Item:Q4419405"
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The following pages link to Empirical likelihood-based inference in linear errors-in-covariables models with validation data (Q4419405):
Displaying 50 items.
- Semiparametric linear transformation model with differential measurement error and validation sampling (Q119623) (← links)
- Empirical likelihood inference for semi-parametric estimating equations (Q365840) (← links)
- Probability density estimation with surrogate data and validation sample (Q372239) (← links)
- Estimation of semi-varying coefficient model with surrogate data and validation sampling (Q385213) (← links)
- Testing for the parametric component of partially linear EV models under random censorship (Q397199) (← links)
- Empirical likelihood-based inference for parameter and nonparametric function in partially nonlinear models (Q397226) (← links)
- Exploring the varying covariate effects in proportional odds models with censored data (Q432313) (← links)
- Statistical inference for restricted partially linear varying coefficient errors-in-variables models (Q433783) (← links)
- Empirical likelihood for single-index varying-coefficient models (Q442078) (← links)
- A consistent jackknife empirical likelihood test for distribution functions (Q520555) (← links)
- Model checking for general linear error-in-covariables model with validation data (Q545429) (← links)
- Nonparametric estimation of varying coefficient error-in-variable models with validation sampling (Q550123) (← links)
- An empirical likelihood approach to data analysis under two-stage sampling designs (Q552981) (← links)
- Bayesian analysis of multivariate probit models with surrogate outcome data (Q603165) (← links)
- Missing responses in adaptive allocation design (Q868271) (← links)
- Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data (Q873612) (← links)
- Corrected empirical likelihood for a class of generalized linear measurement error models (Q887052) (← links)
- Empirical likelihood inference of parameters in nonlinear EV models with censored data (Q896520) (← links)
- Empirical likelihood calibration estimation for the median treatment difference in observational studies (Q901533) (← links)
- On the tail index of a heavy tailed distribution (Q904090) (← links)
- Testing serial correlation in semiparametric varying-coefficient partially linear EV models (Q925987) (← links)
- Empirical likelihood inference for partial linear models under martingale difference sequence (Q956361) (← links)
- Adaptive confidence region for the direction in semiparametric regressions (Q968488) (← links)
- Estimation in partially linear models with missing responses at random (Q996987) (← links)
- Empirical likelihood for heteroscedastic partially linear models (Q1000569) (← links)
- Model checking for partially linear models with missing responses at random (Q1002346) (← links)
- Empirical likelihood inference for censored median regression with weighted empirical hazard functions (Q1019455) (← links)
- Statistical estimation in varying coefficient models with surrogate data and validation sampling (Q1036803) (← links)
- Statistical inference for the unbalanced two-way error component regression model with errors-in-variables (Q1674051) (← links)
- Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data (Q1744028) (← links)
- Empirical likelihood for varying coefficient EV models under longitudinal data (Q1782039) (← links)
- Statistical inference on restricted partially linear additive errors-in-variables models (Q1946886) (← links)
- Empirical likelihood confidence regions of the parameters in a partially single-index varying-coefficient model (Q2278404) (← links)
- Asymptotics of the weighted least squares estimation for AR(1) processes with applications to confidence intervals (Q2324269) (← links)
- Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data (Q2443251) (← links)
- Nonparametric regression function estimation with surrogate data and validation sampling (Q2493136) (← links)
- Empirical likelihood for single-index models (Q2507756) (← links)
- Empirical likelihood-based inferences in varying coefficient models with missing data (Q2516073) (← links)
- Empirical likelihood dimension reduction inference for partially non-linear error-in-responses models with validation data (Q2834716) (← links)
- Generalized Partially Linear Models for Incomplete Longitudinal Data In the Presence of Population‐Level Information (Q2846446) (← links)
- Two Adjusted Empirical-Likelihood-Based Methods in Generalized Varying-Coefficient Partially Linear Model (Q2876141) (← links)
- Doubly robust empirical likelihood inference in covariate-missing data problems (Q2953454) (← links)
- Estimation in autoregressive models with surrogate data and validation data (Q2979624) (← links)
- The Empirical Likelihood Goodness-of-Fit Test for a Regression Model with Randomly Censored Data (Q3083792) (← links)
- Empirical likelihood inference for parameters in a partially linear errors-in-variables model (Q3143502) (← links)
- Empirical Likelihood Confidence Region for Parameters in Semi-linear Errors-in-Variables Models (Q3411065) (← links)
- Empirical likelihood for average derivatives (Q3423586) (← links)
- <i>M</i>-Estimators Based on Inverse Probability Weighted Estimating Equations with Response Missing at Random (Q3593532) (← links)
- Empirical likelihood inference in partially linear single-index models with endogenous covariates (Q4976211) (← links)
- Estimation of the error distribution function for partial linear single-index models (Q5087915) (← links)