Statistical inference for varying-coefficient partially linear errors-in-variables models with missing data
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Publication:5077924
DOI10.1080/03610926.2018.1517216OpenAlexW2908888752WikidataQ128507883 ScholiaQ128507883MaRDI QIDQ5077924
Chengxin Wu, Guo-Liang Fan, Hong-Xia Xu, Zhen Long Chen
Publication date: 20 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2018.1517216
errors-in-variablesmissing dataempirical likelihoodinverse probability weightedvarying coefficient partially linear model
Related Items (5)
Empirical likelihood in varying-coefficient quantile regression with missing observations ⋮ Quantile regression of ultra-high dimensional partially linear varying-coefficient model with missing observations ⋮ Jackknife empirical likelihood of error variance for partially linear varying-coefficient model with missing covariates ⋮ Strong consistency of estimators in a partially linear model with asymptotically almost negatively associated errors ⋮ Jackknifing for partially linear varying-coefficient errors-in-variables model with missing response at random
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