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Article
Weighted quantile regression and testing for varying-coefficient models with randomly truncated data
This paper develops a varying-coefficient approach to the estimation and testing of regression quantiles under randomly truncated data. In order to handle the truncated data, the random weights are introduced ...
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Article
Empirical likelihood for semivarying coefficient model with measurement error in the nonparametric part
A semivarying coefficient model with measurement error in the nonparametric part was proposed by Feng and Xue (Ann Inst Stat Math 66:121–140, 2014), but its inferences have not been systematically studied. This p...
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Article
Asymptotic properties for LS estimators in EV regression model with dependent errors
In this paper, we establish the strong consistency and asymptotic normality for the least square (LS) estimators in simple linear errors-in-variables (EV) regression models when the errors form a stationary α-mix...