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Flexible parametric approach to classical measurement error variance estimation without auxiliary data

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  • Bertrand, Aurelie
  • Van Keilegom, Ingrid
  • Legrand, Catherine

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  • Bertrand, Aurelie & Van Keilegom, Ingrid & Legrand, Catherine, 2017. "Flexible parametric approach to classical measurement error variance estimation without auxiliary data," LIDAM Discussion Papers ISBA 2017025, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvad:2017025
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    1. Wang, J. & Ghosh, S.K., 2012. "Shape restricted nonparametric regression with Bernstein polynomials," Computational Statistics & Data Analysis, Elsevier, vol. 56(9), pages 2729-2741.
    2. Alexandre Leblanc, 2012. "On estimating distribution functions using Bernstein polynomials," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(5), pages 919-943, October.
    3. Zhong Guan, 2016. "Efficient and robust density estimation using Bernstein type polynomials," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(2), pages 250-271, June.
    4. S. M. Schennach & Yingyao Hu, 2013. "Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(501), pages 177-186, March.
    5. Susanne M. Schennach, 2016. "Recent Advances in the Measurement Error Literature," Annual Review of Economics, Annual Reviews, vol. 8(1), pages 341-377, October.
    6. Aurore Delaigle & Peter Hall, 2016. "Methodology for non-parametric deconvolution when the error distribution is unknown," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 231-252, January.
    7. Daowen Zhang & Marie Davidian, 2001. "Linear Mixed Models with Flexible Distributions of Random Effects for Longitudinal Data," Biometrics, The International Biometric Society, vol. 57(3), pages 795-802, September.
    8. Schwarz, Maik & Van Bellegem, Sébastien, 2010. "Consistent density deconvolution under partially known error distribution," Statistics & Probability Letters, Elsevier, vol. 80(3-4), pages 236-241, February.
    9. White, Halbert, 1983. "Corrigendum [Maximum Likelihood Estimation of Misspecified Models]," Econometrica, Econometric Society, vol. 51(2), pages 513-513, March.
    10. Schwarz, M. & Van Bellegem, S., 2010. "Consistent density deconvolution under partially known error distribution," LIDAM Reprints ISBA 2010013, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    11. Janssen, Paul & Swanepoel, Jan & Veraverbeke, Noël, 2014. "A note on the asymptotic behavior of the Bernstein estimator of the copula density," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 480-487.
    12. Raymond J. Carroll & Kathryn Roeder & Larry Wasserman, 1999. "Flexible Parametric Measurement Error Models," Biometrics, The International Biometric Society, vol. 55(1), pages 44-54, March.
    13. Bertrand, A. & Legrand, C. & Léonard, D. & Van Keilegom, I., 2017. "Robustness of estimation methods in a survival cure model with mismeasured covariates," Computational Statistics & Data Analysis, Elsevier, vol. 113(C), pages 3-18.
    14. White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January.
    15. Bertrand, Aurelie & Legrand, Catherine & Leonard, Daniel & Van Keilegom, Ingrid, 2017. "Robustness of estimation methods in a survival cure model with mismeasured covariates," LIDAM Reprints ISBA 2017021, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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    Cited by:

    1. Jean-Pierre Florens & Léopold Simar & Ingrid Van Keilegom, 2020. "Estimation of the Boundary of a Variable Observed With Symmetric Error," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(529), pages 425-441, January.

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