The following pages link to (Q4450680):
Displaying 19 items.
- Minimum distance partial linear regression model checking with Berkson measurement errors (Q274038) (← links)
- Instrumental variable approach to covariate measurement error in generalized linear models (Q421440) (← links)
- Robust second-order least-squares estimator for regression models (Q452300) (← links)
- Second-order nonlinear least squares estimation (Q734401) (← links)
- Minimum distance regression model checking with Berkson measurement errors (Q1002151) (← links)
- Consistent model check of errors-in-variables varying-coefficient model with auxiliary variable (Q1644424) (← links)
- Estimation of nonparametric regression models with a mixture of Berkson and classical errors (Q1950766) (← links)
- Online updating method to correct for measurement error in big data streams (Q2189602) (← links)
- Nonparametric regression estimate with Berkson Laplace measurement error (Q2216940) (← links)
- Second-order least-squares estimation for regression models with autocorrelated errors (Q2259763) (← links)
- Minimum distance model checking in Berkson measurement error models with validation data (Q2273183) (← links)
- Density deconvolution with small Berkson errors (Q2335550) (← links)
- Estimation of nonlinear models with Berkson measurement errors (Q2388336) (← links)
- A minimum projected-distance test for parametric single-index Berkson models (Q2414882) (← links)
- New optimal design criteria for regression models with asymmetric errors (Q2448808) (← links)
- Regression model checking with Berkson measurement errors (Q2480017) (← links)
- Estimation of the ratio of a geometric process (Q2985930) (← links)
- Nonparametric density estimation from data with a mixture of Berkson and classical errors (Q5421213) (← links)
- A unified approach to estimation of nonlinear mixed effects and Berkson measurement error models (Q5442063) (← links)
