Consistent model check of errors-in-variables varying-coefficient model with auxiliary variable
From MaRDI portal
Publication:1644424
DOI10.1016/J.JSPI.2018.03.002zbMath1432.62100OpenAlexW2793541746WikidataQ130104152 ScholiaQ130104152MaRDI QIDQ1644424
Publication date: 21 June 2018
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2018.03.002
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)
Related Items (3)
Variable selection for longitudinal varying coefficient errors-in-variables models ⋮ Smooth backfitting for errors-in-variables varying coefficient regression models ⋮ Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
- Statistical methods with varying coefficient models
- Improved model checking methods for parametric models with responses missing at random
- Consistent test of error-in-variables partially linear model with auxiliary variables
- Checking nonparametric component for partial linear regression model with missing response
- Variable selection for semiparametric varying coefficient partially linear errors-in-variables models
- Minimum distance regression model checking with Berkson measurement errors
- Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates
- Model checking for partially linear models with missing responses at random
- Functional limit theorems for U-processes
- A simple consistent bootstrap test for a parametric regression function
- Central limit theorems for empirical and \(U\)-processes of stationary mixing sequences
- Comparing nonparametric versus parametric regression fits
- Estimation in a semiparametric partially linear errors-in-variables model
- Consistent test for parametric models with right-censored data using projections
- Jackknife, bootstrap and other resampling methods in regression analysis
- Nonparametric check for partial linear errors-in-covariables models with validation data
- Generalized varying coefficient partially linear measurement errors models
- Integrated conditional moment test for partially linear single index models incorporating dimension-reduction
- Testing the suitability of polynomial models in errors-in-variables problems
- Regression model checking with Berkson measurement errors
- Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models
- Varying Coefficients Model with Measurement Error
- Bootstrap Approximations in Model Checks for Regression
- MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
- Model Checks for Generalized Linear Models
- Local and Omnibus Goodness-of-Fit Tests in Classical Measurement Error Models
- Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
- Measurement Error in Nonlinear Models
- Efficient semiparametric estimator for heteroscedastic partially linear models
- Varying Coefficient Regression Models: A Review and New Developments
This page was built for publication: Consistent model check of errors-in-variables varying-coefficient model with auxiliary variable