The following pages link to (Q5434017):
Displayed 15 items.
- Composite quantile regression and variable selection in single-index coefficient model (Q286468) (← links)
- Variable selection for single-index varying-coefficient model (Q372228) (← links)
- Empirical likelihood for single-index varying-coefficient models (Q442078) (← links)
- Quantile index coefficient model with variable selection (Q730423) (← links)
- Functional coefficient seasonal time series models with an application of Hawaii tourism data (Q740081) (← links)
- Statistical inference for a single-index varying-coefficient model (Q746298) (← links)
- Semiparametric likelihood estimation in survival models with informative censoring (Q765840) (← links)
- Profile empirical-likelihood inferences for the single-index-coefficient regression model (Q892422) (← links)
- Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach (Q1753971) (← links)
- Quantile regression and variable selection of single-index coefficient model (Q2409394) (← links)
- Finite mixture of varying coefficient model: estimation and component selection (Q2418532) (← links)
- Model structure selection in single-index-coefficient regression models (Q2637608) (← links)
- Adaptively Varying-Coefficient Spatiotemporal Models (Q2920286) (← links)
- Statistical inference for a single-index varying coefficient model with measurement errors in all covariates (Q3390605) (← links)
- Semiparametric estimation in the optimal dividend barrier for the classical risk model (Q4562051) (← links)