The following pages link to (Q4003037):
Displaying 50 items.
- Uniformly robust tests in errors-in-variables models (Q904047) (← links)
- Maximum likelihood methods in a robust censored errors-in-variables model (Q905111) (← links)
- On the convergence of the ordered roots of a sequence of determinantal equations (Q910461) (← links)
- Two-stage intrumental variable estimators for the nonlinear errors-in- variables model (Q912559) (← links)
- Noise reduction: Finding the simplest dynamical system consistent with the data (Q918010) (← links)
- A comparison of simultaneous-equations, weighted regression, and noise- in-variables models (Q920536) (← links)
- Use of non-normality in structural equation modeling: Application to direction of causation (Q947250) (← links)
- Consistent estimation in an implicit quadratic measurement error model (Q956994) (← links)
- On a symmetrized simulation extrapolation estimator in linear errors-in-variables models (Q957042) (← links)
- Model checking in errors-in-variables regression (Q957322) (← links)
- The element-wise weighted total least-squares problem (Q959147) (← links)
- Linear grouping using orthogonal regression (Q959227) (← links)
- Local influence in measurement error models with ridge estimate (Q959364) (← links)
- Investigating omitted variable bias in regression parameter estimation: a genetic algorithm approach (Q959367) (← links)
- A robust Bayesian approach to null intercept measurement error model with application to dental data (Q961235) (← links)
- Variable selection for semiparametric varying coefficient partially linear errors-in-variables models (Q979240) (← links)
- Error-free milestones in error prone measurements (Q985011) (← links)
- Pseudo-empirical Bayes estimation of small area means under a nested error linear regression model with functional measurement errors (Q988921) (← links)
- Problems in estimating dynamics from data (Q994939) (← links)
- Smoothing splines estimators for functional linear regression (Q1002148) (← links)
- Minimum distance regression model checking with Berkson measurement errors (Q1002151) (← links)
- Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates (Q1002167) (← links)
- Improved estimation in multiple linear regression models with measurement error and general constraint (Q1002354) (← links)
- Density estimation with heteroscedastic error (Q1002570) (← links)
- Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models (Q1007470) (← links)
- Lack-of-fit testing in errors-in-variables regression model with validation data (Q1009711) (← links)
- On the estimators of model-based and maximal reliability (Q1012538) (← links)
- On the estimation of the linear relation when the error variances are known (Q1019197) (← links)
- Restricted regression estimation in measurement error models (Q1019198) (← links)
- Effects of measurement errors in predictor selection of linear regression model (Q1019204) (← links)
- Hypothesis testing in the unrestricted and restricted parametric spaces of structural models (Q1019206) (← links)
- Robust balanced measurement designs when errors are serially correlated (Q1019958) (← links)
- Smoothing splines estimators in functional linear regression with errors-in-variables (Q1020144) (← links)
- Robust counterparts of errors-in-variables problems (Q1020910) (← links)
- Local influence assessment in heteroscedastic measurement error models (Q1020915) (← links)
- Use of prior information in the consistent estimation of regression coefficients in measurement error models (Q1021850) (← links)
- Comparison between a measurement error model and a linear model without measurement error (Q1023930) (← links)
- Exploring and validating surrogate endpoints in colorectal cancer (Q1029801) (← links)
- An algorithm for robust fitting of autoregressive models (Q1036852) (← links)
- Estimation of trends and identification of time series dynamics in short observation sections (Q1040185) (← links)
- A simulation approach to optimal stopping under partial information (Q1045791) (← links)
- Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms (Q1130391) (← links)
- Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors (Q1194033) (← links)
- Score tests in a generalized linear model with surrogate covariates (Q1199859) (← links)
- Edgeworth expansions for errors-in-variables models (Q1201131) (← links)
- Semiparametric quasilikelihood and variance function estimation in measurement error models (Q1260691) (← links)
- Elliptical functional models. (Q1264503) (← links)
- Improved estimation in measurement error models through Stein rule procedure (Q1272743) (← links)
- Characterization theorems when variables are measured with error (Q1283928) (← links)
- Asymptotic properties of estimators in nonlinear functional errors-in-variables with dependent error terms (Q1286604) (← links)
