Nonlinear regression models with single‐index heteroscedasticity (Q6187985): Difference between revisions

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-.1111/stan.12170
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+Jackknife empirical likelihood for the difference of two volumes under ROC surfaces
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+Using residuals robustly I: Tests for heteroscedasticity, nonlinearity
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+General rank-based estimation for regression single index models
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+Robust estimates in generalized partially linear single-index models
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+Correcting Inhomogeneity of Variance with Power Transformation Weighting
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+An Analysis for Unreplicated Fractional Factorials
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+Adapting for heteroscedasticity in linear models
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+Robust estimation in heteroscedastic linear models
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+Analysis of Double Single Index Models
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+Covariate-adjusted nonlinear regression
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+The EFM approach for single-index models
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+Model detection and estimation for single-index varying coefficient model
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+Transformation-based estimation
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+Model Checking for Parametric Single-index Models: A Dimension Reduction Model-Adaptive Approach
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+Semiparametric weighted lease squares
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+Conditional sure independence screening by conditional marginal empirical likelihood
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+Large Sample Techniques for Statistics
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+Estimating the Conditional Error Distribution in Non-parametric Regression
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+Limiting distributions for \(L_1\) regression estimators under general conditions
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+Variable selection and estimation for partially linear single-index models with longitudinal data
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+Simultaneous confidence bands and hypothesis testing for single-index models
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+Empirical likelihood confidence intervals for nonparametric functional data analysis
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+Separation of linear and index covariates in partially linear single-index models
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+Variance Function Partially Linear Single-Index Models
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+Estimation and testing for partially linear single-index models
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+Estimation and empirical likelihood for single-index multiplicative models
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+The empirical distribution function of residuals from generalised regression
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+Empirical likelihood for linear models
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+Penalized least squares for single index models
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+Semiparametric Estimation of Index Coefficients
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+Nonlinear Regression with R
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+Approximation Theorems of Mathematical Statistics
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+Mathematical Statistics
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+Weak convergence and empirical processes. With applications to statistics
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+Non-convex penalized estimation in high-dimensional models with single-index structure
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+Variable selection for the partial linear single-index model
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+Asymptotic theory of nonlinear least squares estimation
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+ASYMPTOTIC DISTRIBUTIONS FOR TWO ESTIMATORS OF THE SINGLE-INDEX MODEL
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+Semi-parametric estimation of partially linear single-index models
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+An Adaptive Estimation of Dimension Reduction Space
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+A minimum projected-distance test for parametric single-index Berkson models
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+Dimension reduction based on conditional multiple index density function
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+Estimation and variable selection for proportional response data with partially linear single-index models
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+An adaptive-to-model test for partially parametric single-index models
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+.1111/STAN.12170
@@ Property / DOI: 10.1111/STAN.12170 / rank @@
+Normal rank