M-estimators in linear models with long range dependent errors
โ Scribed by Hira L. Koul
- Publisher
- Elsevier Science
- Year
- 1992
- Tongue
- English
- Weight
- 801 KB
- Volume
- 14
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Consider the partial linear models of the form Y=X { ;+ g(T)+e, where the p-variate explanatory X is erroneously measured, and both T and the response Y are measured exactly. Let X be the surrogate variable for X with measurement error. Let the primary data set be that containing independent observa
Consider the linear models of the form Y=X { ;+= with the response Y censored randomly on the right and X measured erroneously. Without specifying any error models, in this paper, a semiparametric method is applied to the estimation of the parametric vector ; with the help of proper validation data.