Pages that link to "Item:Q551726"

The following pages link to Estimation in partial linear EV models with replicated observations (Q551726):

Displaying 21 items.

• Empirical likelihood inference for a partially linear errors-in-variables model with covariate data missing at random (Q287859) (← links)
• Two-step estimators in partial linear models with missing response variables and error-prone covariates (Q301006) (← links)
• Linear EV model with replicate observations on independent variables (Q862721) (← links)
• Testing serial correlation in semiparametric varying-coefficient partially linear EV models (Q925987) (← links)
• Zero finite-order serial correlation test in a semi-parametric varying-coefficient partially linear errors-in-variables model (Q945802) (← links)
• Testing serial correlation in semiparametric varying coefficient partially linear errors-in-variables model (Q967998) (← links)
• Asymptotic normality of parameters estimation in EV model with replicated observations (Q1599852) (← links)
• Consistency of modified MLE in EV model with replicated observations (Q1609640) (← links)
• Goodness-of-fit tests in linear EV regression with replications (Q1639573) (← links)
• Estimating moments in ANOVA-type mixed models (Q1683639) (← links)
• Long-term prediction of the metals' prices using non-Gaussian time-inhomogeneous stochastic process (Q2139685) (← links)
• Estimation of parameters of partially linear errors-in-variables models with replicated net points of observation (Q2431925) (← links)
• Empirical likelihood-based inference in a partially linear model for longitudinal data (Q2481287) (← links)
• Empirical likelihood inference in mixtures of semiparametric varying coefficient EV models for longitudinal data with nonignorable dropout (Q2512583) (← links)
• Corrected-loss estimation for error-in-variable partially linear model (Q2516920) (← links)
• On parameter estimation for varying-coefficient EV models with replicated observations (Q2859855) (← links)
• (Q3404690) (← links)
• Complete \(f\)-moment convergence for maximal randomly weighted sums of arrays of rowwise widely orthant dependent random variables and its statistical applications (Q6126013) (← links)
• Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations (Q6596380) (← links)
• The convergence properties for randomly weighted sums of widely negative dependent random variables under sub-linear expectations with related statistical applications (Q6648831) (← links)
• Complete <i>f</i> -moment convergence for <i>m</i> -asymptotic negatively associated random variables and related statistical applications (Q6669465) (← links)