Specification testing for errors-in-variables models
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Recommendations
- Model checking in errors-in-variables regression
- Specification tests for the distribution of errors in nonparametric regression: a martingale approach
- Nonparametric significance testing in measurement error models
- Goodness-of-fit testing of error distribution in linear measurement error models
- On the mismeasured non-nested tests for the errors-in-variables models
Cites work
- A quadratic measure of deviation of two-dimensional density estimates and a test of independence
- A ridge-parameter approach to deconvolution
- A spectral method for deconvolving a density
- Approximation Theorems of Mathematical Statistics
- Asymptotic Normality of Kernel-Type Deconvolution Estimators
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Comparing nonparametric versus parametric regression fits
- Confidence Bands in Non-Parametric Errors-In-Variables Regression
- Consistent model specification tests. (Kernel-based tests versus Bierens' ICM tests)
- Deconvolution problems in nonparametric statistics
- Deconvolution with supersmooth distributions
- Density testing in a contaminated sample
- Efficient estimation in the errors in variables model
- Estimating a real parameter in a class of semiparametric models
- Estimation in a multivariate errors in variables regression model: Large sample results
- Generalized two-parameter Lebesgue-Stieltjes integrals and their applications to fractional Brownian fields
- Goodness-of-fit testing and quadratic functional estimation from indirect observations
- Integrated Square Error Asymptotics for Supersmooth Deconvolution
- Lack-of-fit testing in errors-in-variables regression model with validation data
- Local and Omnibus Goodness-of-Fit Tests in Classical Measurement Error Models
- Minimum distance regression model checking with Berkson measurement errors
- Model checking in errors-in-variables regression
- Model checking in partial linear regression models with Berkson measurement errors
- New \(M\)-estimators in semi-parametric regression with errors in variables
- Nonparametric check for partial linear errors-in-covariables models with validation data
- Nonparametric estimation of the measurement error model using multiple indicators.
- Nonparametric regression with errors in variables
- On deconvolution with repeated measurements
- Polynomial Regression With Errors in the Variables
- Practical bandwidth selection in deconvolution kernel density estimation
- Semi-parametric estimation in the nonlinear structural errors-in-variables model
- Strong consistency and rates for deconvolution of multivariate densities of stationary processes
- Testing lack-of-fit for a polynomial errors-in-variables model
- Testing the adequacy for a general linear errors-in-variables model
- Testing the suitability of polynomial models in errors-in-variables problems
Cited in
(11)- On the mismeasured non-nested tests for the errors-in-variables models
- Uniform confidence bands for nonparametric errors-in-variables regression
- Alternative approaches to testing by variable addition
- Average derivative estimation under measurement error
- GENERAL SPECIFICATION TESTING WITH LOCALLY MISSPECIFIED MODELS
- On the uniform convergence of deconvolution estimators from repeated measurements
- THE GEOMETRY OF SPECIFICATION ERROR
- Nonparametric significance testing in measurement error models
- Consistent model specification tests
- Specification testing in semi-parametric transformation models
- Model checking in errors-in-variables regression
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