Pages that link to "Item:Q5254715"
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The following pages link to Nonparametric Prediction in Measurement Error Models (Q5254715):
Displayed 13 items.
- Inference on the change point estimator of variance in measurement error models (Q507029) (← links)
- Consistent test of error-in-variables partially linear model with auxiliary variables (Q746872) (← links)
- Moderate deviations for deconvolution kernel density estimators with ordinary smooth measurement errors (Q844866) (← links)
- On quadratic logistic regression models when predictor variables are subject to measurement error (Q1659487) (← links)
- Smooth backfitting for errors-in-variables additive models (Q1800800) (← links)
- Nonparametric estimation of cumulative distribution function from noisy data in the presence of Berkson and classical errors (Q2121424) (← links)
- Density deconvolution with small Berkson errors (Q2335550) (← links)
- Minimax fast rates for discriminant analysis with errors in variables (Q2345118) (← links)
- Consistency and asymptotic normality for a nonparametric prediction under measurement errors (Q2350058) (← links)
- An Estimate of a Change Point in Variance of Measurement Errors and Its Convergence Rate (Q5259090) (← links)
- Kernel density estimation with Berkson error (Q5507351) (← links)
- Sharp lower bound for regression with measurement errors and its implication for ill-posedness of functional regression (Q6052808) (← links)
- Nonparametric identification and estimation of heterogeneous causal effects under conditional independence (Q6134161) (← links)