The following pages link to (Q4003037):
Displaying 50 items.
- Bayesian inference for dependent elliptical measurement error models (Q604372) (← links)
- Sparse recovery under matrix uncertainty (Q605921) (← links)
- Mixture experiments with mixing errors (Q607182) (← links)
- Estimation with unbalanced panel data having covariate measurement error (Q607198) (← links)
- Statistical inferences for partially linear single-index models with error-prone linear covariates (Q607211) (← links)
- Modeling large scale species abundance with latent spatial processes (Q614156) (← links)
- Statistical inference for functional relationship between the specified and the remainder populations (Q614520) (← links)
- Some limit behaviors for the LS estimator in simple linear EV regression models (Q618012) (← links)
- Restricted estimation in multivariate measurement error regression model (Q618150) (← links)
- A multivariate ultrastructural errors-in-variables model with equation error (Q618162) (← 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)
- Investigating the impact of uncertainty about item parameters on ability estimation (Q629185) (← links)
- A matrix formula for the skewness of maximum likelihood estimators (Q631566) (← links)
- Central limit theorems for LS estimators in the EV regression model with dependent measure\-ments (Q634854) (← links)
- A new multivariate measurement error model with zero-inflated dietary data, and its application to dietary assessment (Q641097) (← links)
- Hypotheses testing for structural calibration model (Q641776) (← links)
- Empirical likelihood confidence region for parameters in linear errors-in-variables models with missing data (Q646739) (← links)
- Errors-in-variables and the Box-Cox transformation (Q672005) (← links)
- Generalization of the geometric mean functional relationship (Q673287) (← links)
- Polynomial measurement error modeling (Q674274) (← links)
- Variable selection in the partially linear errors-in-variables models for longitudinal data (Q692735) (← links)
- Some properties of a lack-of-fit test for a linear errors in variables model (Q705031) (← links)
- Mean squared error of James-Stein estimators for measurement error models (Q712547) (← links)
- Skew-probit measurement error models (Q713737) (← links)
- Vector autoregressive models with measurement errors for testing Granger causality (Q716260) (← links)
- Statistical inference for heteroscedastic semi-varying coefficient EV models under restricted condition (Q725672) (← links)
- The weighted ridge estimator in stochastic restricted linear measurement error models (Q725690) (← links)
- New \(M\)-estimators in semi-parametric regression with errors in variables (Q731676) (← links)
- Estimating a mean matrix: boosting efficiency by multiple affine shrinkage (Q734400) (← links)
- Generalized partially linear mixed-effects models incorporating mismeasured covariates (Q734426) (← links)
- Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models (Q738041) (← links)
- Identifiability of covariance parameters in linear mixed effects models (Q739133) (← links)
- Efficient statistical inference for partially nonlinear errors-in-variables models (Q741247) (← links)
- Replicated measurement error model under exact linear restrictions (Q744749) (← links)
- Quasi score is more efficient than corrected score in a polynomial measurement error model (Q745392) (← links)
- Linear structural relations: Gradient and Hessian of the fitting function (Q749125) (← links)
- Stochastic restricted estimation in partially linear additive errors-in-variables models (Q779700) (← links)
- Measuring symmetry and asymmetry of multiplicative distortion measurement errors data (Q783311) (← links)
- Correlated samples with fixed and nonnormal latent variables (Q817992) (← links)
- Estimating structural equation models using James-Stein type shrinkage estimators (Q823861) (← links)
- A robust-filtering method for noisy non-stationary multivariate time series with econometric applications (Q825334) (← links)
- Nonparametric detection of change in the slope and intercept in linear structural errors-in-variables models (Q826703) (← links)
- Moderate deviations for deconvolution kernel density estimators with ordinary smooth measurement errors (Q844866) (← links)
- Semiparametric Bayesian measurement error modeling (Q847408) (← links)
- Asymptotic relative efficiency of score tests in Weibull models with measurement errors (Q849873) (← links)
- Linear EV model with replicate observations on independent variables (Q862721) (← links)
- Some recent advances in measurement error models and methods (Q862790) (← links)
- Asymptotic efficiency of the ordinary least-squares estimator for SUR models with integrated regressors (Q870325) (← links)
- On the conic section fitting problem (Q873625) (← links)
