Pages that link to "Item:Q1578274"
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The following pages link to Statistical estimation in varying coefficient models (Q1578274):
Displaying 50 items.
- Wavelet estimation in varying-coefficient partially linear regression models (Q1770067) (← links)
- Efficient estimation of a semiparametric partially linear varying coefficient model (Q1781161) (← links)
- Two-step estimation of time-varying additive model for locally stationary time series (Q1799876) (← links)
- Manifesto for a growth econometrics (Q1841089) (← links)
- A nonparametric dynamic additive regression model for longitudinal data. (Q1848811) (← links)
- Statistical inference for time-inhomogeneous volatility models. (Q1879945) (← links)
- Estimation and model selection in a class of semiparametric models for cluster data (Q1926004) (← links)
- Least absolute deviation estimate for functional coefficient partially linear regression models (Q1929689) (← links)
- Partial linear single index models with distortion measurement errors (Q1934488) (← links)
- Efficient model selection in semivarying coefficient models (Q1950914) (← links)
- Non-asymptotic approach to varying coefficient model (Q1951122) (← links)
- Varying coefficient model for modeling diffusion tensors along white matter tracts (Q1951522) (← links)
- Semiparametric model for covariance regression analysis (Q2008100) (← links)
- High-dimensional integrative analysis with homogeneity and sparsity recovery (Q2008216) (← links)
- Varying coefficient functional autoregressive model with application to the U.S. treasuries (Q2011525) (← links)
- New efficient spline estimation for varying-coefficient models with two-step knot number selection (Q2044766) (← links)
- Penalized kernel quantile regression for varying coefficient models (Q2059422) (← links)
- \(L_1\)-estimation for covariate-adjusted regression (Q2069356) (← links)
- Semiparametrically efficient estimation of the average linear regression function (Q2074616) (← links)
- Estimation of functional-coefficient autoregressive models with measurement error (Q2079617) (← links)
- Vector autoregressive models with spatially structured coefficients for time series on a spatial grid (Q2084432) (← links)
- Varying coefficient linear discriminant analysis for dynamic data (Q2084480) (← links)
- Nonparametric statistical learning based on modal regression (Q2114414) (← links)
- Simultaneous inference for time-varying models (Q2116345) (← links)
- Model averaging estimation for varying-coefficient single-index models (Q2121204) (← links)
- VC: a method for estimating time-varying coefficients in linear models (Q2132052) (← links)
- Varying-coefficient hidden Markov models with zero-effect regions (Q2143013) (← links)
- Concurrent object regression (Q2161189) (← links)
- Identification and estimation in quantile varying-coefficient models with unknown link function (Q2177722) (← links)
- Statistical inference of locally stationary functional coefficient models (Q2189096) (← links)
- Robust check loss-based variable selection of high-dimensional single-index varying-coefficient model (Q2198824) (← links)
- Varying coefficient transformation cure models for failure time data (Q2223342) (← links)
- Modelling heterogeneity: on the problem of group comparisons with logistic regression and the potential of the heterogeneous choice model (Q2228282) (← links)
- A semiparametric spatial dynamic model (Q2249848) (← links)
- Robust spline-based variable selection in varying coefficient model (Q2256603) (← links)
- A consistent local linear estimator of the covariate adjusted correlation coefficient (Q2270867) (← links)
- Estimation of a rank-reduced functional-coefficient panel data model with serial correlation (Q2274956) (← links)
- Bridge regression: adaptivity and group selection (Q2276183) (← links)
- Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models (Q2280589) (← links)
- A unified view on Bayesian varying coefficient models (Q2283580) (← links)
- Marginal quantile regression for varying coefficient models with longitudinal data (Q2304243) (← links)
- Local least product relative error estimation for varying coefficient multiplicative regression model (Q2316293) (← links)
- Non-parametric Poisson regression from independent and weakly dependent observations by model selection (Q2317256) (← links)
- Fused comparative intervention scoring for heterogeneity of longitudinal intervention effects (Q2318660) (← links)
- Wavelet estimation in time-varying coefficient models (Q2332668) (← links)
- Robust check loss-based inference of semiparametric models and its application in environmental data (Q2332669) (← links)
- Gradient estimation of the local-constant semiparametric smooth coefficient model (Q2334310) (← links)
- Inference on varying-coefficient partially linear regression model (Q2343574) (← links)
- Robust adaptive estimation for semivarying coefficient models (Q2343642) (← links)
- Adaptive estimation for varying coefficient models (Q2348441) (← links)