The following pages link to (Q4888734):
Displaying 50 items.
- Empirical likelihood inference for a partially linear errors-in-variables model with covariate data missing at random (Q287859) (← links)
- Consistency of an adjusted least-squares estimator in a vector linear model with measurement errors (Q362483) (← links)
- Generalized profile LSE in varying-coefficient partially linear models with measurement errors (Q385176) (← links)
- Semiparametric analysis of isotonic errors-in-variables regression models with randomly right censored response (Q394486) (← links)
- Consistency for the LS estimator in the linear EV regression model with replicate observations (Q395903) (← links)
- Hierarchical likelihood methods for nonlinear and generalized linear mixed models with missing data and measurement errors in covariates (Q432295) (← links)
- Binary misclassification and identification in regression models (Q433720) (← links)
- Scheduling in a dynamic heterogeneous distributed system using estimation error (Q436905) (← links)
- Statistical inference for fixed-effects partially linear regression models with errors in variables (Q451444) (← links)
- BLUP estimation of linear mixed-effects models with measurement errors and its applications to the estimation of small areas (Q477902) (← links)
- The large sample properties of the solutions of general estimating equations (Q488897) (← links)
- Estimation in generalised varying-coefficient models with unspecified link functions (Q494394) (← links)
- Local polynomial-Brunk estimation in semi-parametric monotone errors-in-variables model with right-censored data (Q498089) (← links)
- Measurement error in proportional hazards models for survival data with long-term survivors (Q511171) (← links)
- Asymptotic variance-covariance matrices for the linear structural model (Q537289) (← links)
- A dynamic Bayesian nonlinear mixed-effects model of HIV response incorporating medication adherence, drug resistance and covariates (Q542517) (← links)
- Model checking for general linear error-in-covariables model with validation data (Q545429) (← links)
- Assessing large sample bias in misspecified model scenarios with reference to exposure model misspecification in errors-in-variable regression: a new computational approach (Q619781) (← links)
- Empirical likelihood inference for semi-parametric varying-coefficient partially linear EV models (Q626416) (← links)
- Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments (Q634854) (← links)
- Multistage sampling for latent variable models (Q636154) (← links)
- Optimal design for epidemiological studies subject to designed missingness (Q636159) (← links)
- Bias corrected estimation for generalized probit regression with covariate measurement error and censored responses (Q643395) (← links)
- Kernel smoothing density estimation when group membership is subject to missing (Q651072) (← links)
- Maximum likelihood estimation in a partially observed stratified regression model with censored data (Q652613) (← links)
- Statistical inference for a varying-coefficient partially nonlinear model with measurement errors (Q670134) (← links)
- High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity (Q693741) (← links)
- Some properties of a lack-of-fit test for a linear errors in variables model (Q705031) (← links)
- Skew-probit measurement error models (Q713737) (← links)
- New \(M\)-estimators in semi-parametric regression with errors in variables (Q731676) (← links)
- Generalized partially linear mixed-effects models incorporating mismeasured covariates (Q734426) (← links)
- Structural measurement errors in nonseparable models (Q736539) (← links)
- Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models (Q738041) (← links)
- Quasi score is more efficient than corrected score in a polynomial measurement error model (Q745392) (← links)
- Estimating second order characteristics of point processes with known independent noise (Q746278) (← links)
- On model expansion, model contraction, identifiability and prior information: two illustrative scenarios involving mismeasured variables (Q819958) (← links)
- Simultaneous inference of the partially linear model with a multivariate unknown function (Q830711) (← links)
- Moderate deviations for deconvolution kernel density estimators with ordinary smooth measurement errors (Q844866) (← links)
- Iterative density estimation from contaminated observations (Q851230) (← links)
- Regression calibration for logistic regression with multiple surrogates for one exposure (Q861211) (← links)
- Some recent advances in measurement error models and methods (Q862790) (← links)
- Statistical inference for dynamical systems: a review (Q895009) (← links)
- Uniformly robust tests in errors-in-variables models (Q904047) (← links)
- Inference in the additive risk model with time-varying covariates subject to measurement errors (Q952834) (← links)
- Practical bandwidth selection in deconvolution kernel density estimation (Q956830) (← links)
- On a symmetrized simulation extrapolation estimator in linear errors-in-variables models (Q957042) (← links)
- Model checking in errors-in-variables regression (Q957322) (← links)
- A study of regression calibration in a partially observed stratified Cox model (Q958788) (← links)
- Data-driven boundary estimation in deconvolution problems (Q959284) (← links)
- A robust Bayesian approach to null intercept measurement error model with application to dental data (Q961235) (← links)
