Kernel density estimation for multiplicative distortion measurement regression models
From MaRDI portal
Publication:6116958
DOI10.1080/03610918.2021.1890122OpenAlexW3133651914MaRDI QIDQ6116958
Jun Zhang, Zheng-Hong Wei, Aixian Chen
Publication date: 18 July 2023
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2021.1890122
bootstraprestricted estimatormultiplicative distortion measurement errorskernel density based estimator
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items (1)
Cites Work
- Unnamed Item
- A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
- Statistical inference on restricted linear regression models with partial distortion measurement errors
- Nonparametric covariate-adjusted regression
- A profile-type smoothed score function for a varying coefficient partially linear model
- A nonparametric test for covariate-adjusted models
- Calibration procedures for linear regression models with multiplicative distortion measurement errors
- Measuring symmetry and asymmetry of multiplicative distortion measurement errors data
- Semiparametric analysis of discrete response. Asymptotic properties of the maximum score estimator
- Asymptotic theory of nonlinear least squares estimation
- Maximum score estimation of the stochastic utility model of choice
- Checking the adequacy for a distortion errors-in-variables parametric regression model
- Jackknife, bootstrap and other resampling methods in regression analysis
- Conditional absolute mean calibration for partial linear multiplicative distortion measurement errors models
- Estimation and variable selection for partial linear single-index distortion measurement errors models
- Multiplicative regression models with distortion measurement errors
- Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models
- Kernel density regression
- SIMEX estimation for single-index model with covariate measurement error
- Bootstrap and wild bootstrap for high dimensional linear models
- Covariate-adjusted nonlinear regression
- A goodness-of-fit test for variable-adjusted models
- Inference for covariate adjusted regression via varying coefficient models
- Kernel Density-Based Linear Regression Estimate
- Approximation Theorems of Mathematical Statistics
- Semiparametric inference with kernel likelihood
- Weak and strong uniform consistency of kernel regression estimates
- General least product relative error estimation for multiplicative regression models with or without multiplicative distortion measurement errors
- Nonlinear regression models with general distortion measurement errors
- Covariate Adjusted Correlation Analysis via Varying Coefficient Models
- Logarithmic calibration for multiplicative distortion measurement errors regression models
- Statistical inference on restricted partial linear regression models with partial distortion measurement errors
- Absolute logarithmic calibration for correlation coefficient with multiplicative distortion
This page was built for publication: Kernel density estimation for multiplicative distortion measurement regression models