Pages that link to "Item:Q2802866"
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The following pages link to Nonparametric kernel methods with errors-in-variables: constructing estimators, computing them, and avoiding common mistakes (Q2802866):
Displaying 11 items.
- Conditional density estimation with covariate measurement error (Q109282) (← links)
- A deconvolution path for mixtures (Q1639196) (← links)
- Estimation of survival and capture probabilities in open population capture-recapture models when covariates are subject to measurement error (Q1659466) (← links)
- Nonparametric regression on Lie groups with measurement errors (Q2105204) (← links)
- Nonparametric estimation of cumulative distribution function from noisy data in the presence of Berkson and classical errors (Q2121424) (← links)
- Can we trust the bootstrap in high-dimension? (Q4558141) (← links)
- An alternative local polynomial estimator for the error-in-variables problem (Q5266566) (← links)
- Nonparametric density estimation from data with a mixture of Berkson and classical errors (Q5421213) (← links)
- Density estimation for circular data observed with errors (Q6079334) (← links)
- STRATOS guidance document on measurement error and misclassification of variables in observational epidemiology. II: More complex methods of adjustment and advanced topics (Q6627421) (← links)
- Non-parametric regression among factor scores: motivation and diagnostics for nonlinear structural equation models (Q6657608) (← links)
