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Effect of adjuvant carboplatin intensified chemotherapy versus standard chemotherapy on survival in women with high risk, early stage, triple negative breast cancer (CITRINE): randomised, open label phase 3 trial.

BMJ
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LogitBoost with errors-in-variables

Computational Statistics & Data Analysis, 2008
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sexton, Joseph, Laake, Petter
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Boosted Regression Trees with Errors in Variables

Biometrics, 2007
Summary In this article, we consider nonparametric regression when covariates are measured with error. Estimation is performed using boosted regression trees, with the sum of the trees forming the estimate of the conditional expectation of the response. Both binary and continuous response regression are investigated.
Sexton, Joseph, Laake, Petter
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Identifiability in dynamic errors-in-variables models

The 22nd IEEE Conference on Decision and Control, 1983
Abstract. This paper is concerned with the identifiability of scalar linear dynamic errors‐in‐variables systems. The analysis is based on second moments only. The set of feasible systems corresponding to given second moments of the observations is described and conditions for identifiability are derived for the case of rational transfer functions.
Anderson, Brian D.O., Deistler, Manfred
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Identification of nonlinear errors-in-variables models

Automatica, 2002
The publication deals with a generalization of a classical eigenvalue-decomposition method first developed for errors-in-variables linear system identification. An identification algorithm is presented for nonlinear, but linear in parameters errors-in-variables models using nonlinear polynomial eigenvalue-eigenvector decompositions.
Vajk, I., Hetthéssy, J.
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Errors in Variables

1987
This essay surveys the history and recent developments on economic models with errors in variables. These errors may arise from the use of substantive unobservables, such as permanent income, or from ordinary measurement problems in data collection and processing.
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Linear errors-in-variables models

1984
In this paper we are concerned with the statistical analysis of systems, where both, inputs and outputs, are contaminated by errors. Models of this kind are called error-in-variables (EV) models. Let x t * . and y t * denote the “true” inputs and outputs respectively and let xt and yt denote the observed inputs and outputs, then the situation can be ...
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