Regression model checking with Berkson measurement errors

2007/08/16 by Hira L. Koul, Weixing Song · 1 citation
Economics, Econometrics and Finance · Mathematics · #Financial Risk and Volatility Modeling #Monetary Policy and Economic Impact #Statistical Methods and Inference

paper · doi:10.1016/j.jspi.2007.05.048

openalex publication_date 2007/08/16 · crossref created 2007/08/16 · crossref issued 2008/07/01 · crossref published 2008/07/01 · crossref published-print 2008/07/01 · crossref deposited 2019/05/02 · openalex created_date 2025/10/10 · openalex updated_date 2025/11/06 · crossref indexed 2026/03/27

Citations

• Martingale transforms goodness-of-fit tests in regression models
• On the Optimal Rates of Convergence for Nonparametric Deconvolution Problems

Cited by

• Errors-in-variables model [wikipedia]