Pages that link to "Item:Q5349097"
From MaRDI portal
The following pages link to Consistent estimation approach to tackling collinearity and Berkson-type measurement error in linear regression using adjusted Wald-type estimator (Q5349097):
Displaying 2 items.
- Sparse linear regression models of high dimensional covariates with non-Gaussian outliers and Berkson error-in-variable under heteroscedasticity (Q5082770) (← links)
- Using Wald-type estimator to combat outliers and Berkson-type uncertainties with mixture distributions in linear regression models (Q5160258) (← links)