Statistical estimation in varying coefficient models with surrogate data and validation sampling
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Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 4028648 (Why is no real title available?)
- scientific article; zbMATH DE number 3483405 (Why is no real title available?)
- scientific article; zbMATH DE number 469125 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 739534 (Why is no real title available?)
- scientific article; zbMATH DE number 1471715 (Why is no real title available?)
- A mean score method for missing and auxiliary covariate data in regression models
- An Effective Bandwidth Selector for Local Least Squares Regression
- Asymptotic Confidence Regions for Kernel Smoothing of a Varying-Coefficient Model with Longitudinal Data
- Auxiliary outcome data and the mean score method
- Cox Regression in Cohort Studies with Validation Sampling
- Dimension reduction in a semiparametric regression model with errors in covariates
- Dimension reduction in partly linear error-in-response models with validation data
- Empirical likelihood-based inference in linear errors-in-covariables models with validation data
- Empirical-Bias Bandwidths for Local Polynomial Nonparametric Regression and Density Estimation
- Estimation of linear error-in-covariables models with validation data under random censorship
- Estimation of partial linear error-in-variables models with validation data
- Functional-Coefficient Autoregressive Models
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Inference using surrogate outcome data and a validation sample
- Investigating Smooth Multiple Regression by the Method of Average Derivatives
- Likelihood-based kernel estimation in semiparametric errors-in-covariables models with validation data
- Nonparametric regression function estimation with surrogate data and validation sampling
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- Semiparametric estimation of nonlinear errors-in-variables models with validation study
- Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
- Statistical estimation in varying coefficient models
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
- Weak and strong uniform consistency of kernel regression estimates
Cited in
(13)- Variable selection for longitudinal varying coefficient errors-in-variables models
- Instrumental variable type estimation for generalized varying coefficient models with error-prone covariates
- Nonparametric estimation of varying coefficient error-in-variable models with validation sampling
- Estimation of semi-varying coefficient error-in-variable models with surrogate data and validation sample
- Weighted bias-corrected restricted statistical inference for heteroscedastic semiparametric varying-coefficient errors-in-variables model
- Adaptive jump-preserving estimates in varying-coefficient models
- Mean-value estimation with validation data
- Empirical likelihood dimension reduction inference for partially non-linear error-in-responses models with validation data
- Estimation in autoregressive models with surrogate data and validation data
- Instrumental variable-based empirical likelihood inferences for varying-coefficient models with error-prone covariates
- Profile inference on partially linear varying-coefficient errors-in-variables models under restricted condition
- Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data
- Estimation of semi-varying coefficient model with surrogate data and validation sampling
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