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Consistent estimation and testing in heteroscedastic polynomial errors-in-variables models

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  • Arturo Zavala
  • Heleno Bolfarine
  • Mário Castro

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  • Arturo Zavala & Heleno Bolfarine & Mário Castro, 2007. "Consistent estimation and testing in heteroscedastic polynomial errors-in-variables models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 59(3), pages 515-530, September.
    • Handle: RePEc:spr:aistmt:v:59:y:2007:i:3:p:515-530
    DOI: 10.1007/s10463-006-0069-1
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    References listed on IDEAS

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    1. Chi‐Lung Cheng & Hans Schneeweiss, 1998. "Polynomial regression with errors in the variables," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(1), pages 189-199.
    2. Patricia Gimenez & Heleno Bolfarine & Enrico Colosimo, 2000. "Hypotheses Testing for Error-in-Variables Models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(4), pages 698-711, December.
    3. Chi‐Lun Cheng & Hans Schneeweiss & Markus Thamerus, 2000. "A small sample estimator for a polynomial regression with errors in the variables," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 62(4), pages 699-709.
    4. Kuha, J. & Temple, J., 1999. "Covariate Measurement Error in Quadratic Regression," Economics Papers 1999-w2, Economics Group, Nuffield College, University of Oxford.
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    Cited by:

    1. Min-Jue Zhang & Rong-Xian Yue, 2020. "Locally D-optimal designs for heteroscedastic polynomial measurement error models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(6), pages 643-656, August.

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