The following pages link to (Q5701063):
Displaying 50 items.
- Time-varying correlation structure estimation and local-feature detection for spatio-temporal data (Q1795586) (← links)
- Componentwise B-spline estimation for varying coefficient models with longitudinal data (Q1926084) (← links)
- Efficient inferences on the varying-coefficient single-index model with empirical likelihood (Q1927227) (← links)
- Simultaneous variable selection and estimation in semiparametric modeling of longitudinal/clustered data (Q1940758) (← links)
- Non-asymptotic approach to varying coefficient model (Q1951122) (← links)
- M-based simultaneous inference for the mean function of functional data (Q2000741) (← links)
- Rank-based shrinkage estimation for identification in semiparametric additive models (Q2010793) (← links)
- The de-biased group Lasso estimation for varying coefficient models (Q2046473) (← links)
- From multivariate to functional data analysis: fundamentals, recent developments, and emerging areas (Q2062763) (← links)
- Inference for high-dimensional varying-coefficient quantile regression (Q2074309) (← links)
- Shape-constrained estimation in functional regression with Bernstein polynomials (Q2101402) (← links)
- Simultaneous inference for time-varying models (Q2116345) (← links)
- Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components (Q2131898) (← links)
- Estimation of semiparametric varying-coefficient spatial autoregressive models with missing in the dependent variable (Q2131960) (← links)
- Varying-coefficient hidden Markov models with zero-effect regions (Q2143013) (← links)
- Learning delay dynamics for multivariate stochastic processes, with application to the prediction of the growth rate of COVID-19 cases in the United States (Q2147790) (← links)
- Automatic identification of curve shapes with applications to ultrasonic vocalization (Q2189587) (← links)
- A semiparametric latent factor model for large scale temporal data with heteroscedasticity (Q2237806) (← links)
- Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates (Q2249842) (← links)
- Variable selection for fixed effects varying coefficient models (Q2256573) (← links)
- Robust spline-based variable selection in varying coefficient model (Q2256603) (← links)
- Penalized spline estimation in varying coefficient models with censored data (Q2273026) (← links)
- Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data (Q2273189) (← links)
- A double varying-coefficient modeling approach for analyzing longitudinal observations (Q2274194) (← links)
- A new approach to varying-coefficient additive models with longitudinal covariates (Q2305307) (← links)
- Wavelet estimation in time-varying coefficient models (Q2332668) (← links)
- New inference procedures for semiparametric varying-coefficient partially linear Cox models (Q2336372) (← links)
- A simultaneous confidence corridor for varying coefficient regression with sparse functional data (Q2342871) (← links)
- Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
- Varying-coefficient mean-covariance regression analysis for longitudinal data (Q2344387) (← links)
- Adaptive estimation for varying coefficient models (Q2348441) (← links)
- SCAD-penalized regression for varying-coefficient models with autoregressive errors (Q2348446) (← links)
- Sparse high-dimensional varying coefficient model: nonasymptotic minimax study (Q2352741) (← links)
- On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates (Q2390454) (← links)
- Variable selection and structure identification for varying coefficient Cox models (Q2404416) (← links)
- Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data (Q2418503) (← links)
- Finite mixture of varying coefficient model: estimation and component selection (Q2418532) (← links)
- Weighted profile least squares estimation for a panel data varying-coefficient partially linear model (Q2430333) (← links)
- Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data (Q2443251) (← links)
- Two-stage local Walsh average estimation of generalized varying coefficient models (Q2516049) (← links)
- Partially Linear Structure Selection in Cox Models with Varying Coefficients (Q2846441) (← links)
- Cardiovascular event risk dynamics over time in older patients on dialysis: A generalized multiple-index varying coefficient model approach (Q2927634) (← links)
- Testing the monotonicity or convexity of a function using regression splines (Q3019145) (← links)
- Longitudinal Principal Component Analysis With an Application to Marketing Data (Q3391432) (← links)
- Corrected local polynomial estimation in varying-coefficient models with measurement errors (Q3417681) (← links)
- Nonparametric independence screening for ultra-high-dimensional longitudinal data under additive models (Q4559457) (← links)
- Testing for constancy in varying coefficient models (Q4634807) (← links)
- (Q4998965) (← links)
- (Q5004051) (← links)
- Network-adaptive robust penalized estimation of time-varying coefficient models with longitudinal data (Q5040521) (← links)
