The following pages link to Semiparametric efficiency bounds (Q3485742):
Displayed 50 items.
- Efficiency comparisons of maximum-likelihood-based estimators in GARCH models (Q1808557) (← links)
- Case-control studies with contaminated controls (Q1915443) (← links)
- A simple test for multivariate conditional symmetry (Q1929485) (← links)
- Efficient distribution estimation for data with unobserved sub-population identifiers (Q1950837) (← links)
- Efficient parameter estimation in regression with missing responses (Q1950854) (← links)
- Integration and backfitting methods in additive models -- finite sample properties and comparison (Q1969432) (← links)
- Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework (Q1990597) (← links)
- Scale calibration for high-dimensional robust regression (Q2074316) (← links)
- Semiparametrically efficient estimation of the average linear regression function (Q2074616) (← links)
- Batch policy learning in average reward Markov decision processes (Q2112817) (← links)
- Asymptotic behavior of solutions: an application to stochastic NLP (Q2118078) (← links)
- Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data (Q2176636) (← links)
- Meeting the assumptions of inverse-intensity weighting for longitudinal data subject to irregular follow-up: suggestions for the design and analysis of clinic-based cohort studies (Q2192300) (← links)
- Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations (Q2224998) (← links)
- Robust estimation with exponentially tilted Hellinger distance (Q2236869) (← links)
- Computing semiparametric efficiency bounds in linear models with nonparametric regressors (Q2334304) (← links)
- IV estimation of panels with factor residuals (Q2343825) (← links)
- Efficient estimation of quantiles in missing data models (Q2409634) (← links)
- Semiparametric efficiency in GMM models with auxiliary data (Q2426625) (← links)
- Sieve \(M\) inference on irregular parameters (Q2451802) (← links)
- Semiparametric estimation of treatment effect in a pretest-posttest study with missing data (with comments and rejoinder) (Q2503984) (← links)
- Endogeneity in high dimensions (Q2510821) (← links)
- Efficient estimation and stratified sampling (Q2565042) (← links)
- Comparison between two partial likelihood approaches for the competing risks model with missing cause of failure (Q2576815) (← links)
- Efficient semiparametric estimation of multi-valued treatment effects under ignorability (Q2630202) (← links)
- Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
- Irregular identification of structural models with nonparametric unobserved heterogeneity (Q2697977) (← links)
- SEMIPARAMETRIC EFFICIENCY BOUNDS FOR CONDITIONAL MOMENT RESTRICTION MODELS WITH DIFFERENT CONDITIONING VARIABLES (Q2826007) (← links)
- SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS (Q2886942) (← links)
- EFFICIENT SEMIPARAMETRIC ESTIMATION OF DURATION MODELS WITH UNOBSERVED HETEROGENEITY (Q2886944) (← links)
- Variance Estimation in the Analysis of Microarray Data (Q2920275) (← links)
- CONSISTENCY AND ASYMPTOTIC NORMALITY OF SIEVE ML ESTIMATORS UNDER LOW-LEVEL CONDITIONS (Q2929842) (← links)
- Estimation Under Inequality Constraints: Semiparametric Estimation of Conditional Duration Models (Q3007553) (← links)
- Distribution-Free Runs Test for Conditional Symmetry (Q3017877) (← links)
- The Intensity-Score Approach to Adjusting for Confounding (Q3079109) (← links)
- Generalized Additive Selection Models for the Analysis of Studies with Potentially Nonignorable Missing Outcome Data (Q3079158) (← links)
- MOMENT-BASED INFERENCE WITH STRATIFIED DATA (Q3081460) (← links)
- Single-index modelling of conditional probabilities in two-way contingency tables (Q3106400) (← links)
- Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form (Q3157844) (← links)
- EFFICIENCY BOUNDS FOR SEMIPARAMETRIC ESTIMATION OF INVERSE CONDITIONAL-DENSITY-WEIGHTED FUNCTIONS (Q3181951) (← links)
- On Confounding, Prediction and Efficiency in the Analysis of Longitudinal and Cross‐sectional Clustered Data (Q3505345) (← links)
- A PUZZLING PHENOMENON IN SEMIPARAMETRIC ESTIMATION PROBLEMS WITH INFINITE-DIMENSIONAL NUISANCE PARAMETERS (Q3551014) (← links)
- Semiparametric estimation in single index Poisson regression: A practical approach (Q3591765) (← links)
- Semiparametric inference with kernel likelihood (Q3611827) (← links)
- Improving Semiparametric Estimation by Using Surrogate Data (Q3631474) (← links)
- Estimating partially linear panel data models with one-way error components (Q3842860) (← links)
- Basic structure of the asymptotic theory in dynamic nonlinear econometric models (Q3989294) (← links)
- An improved estimator for models with randomly missing data (Q4344668) (← links)
- A note on adaptation in garch models (Q4355144) (← links)
- EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL (Q4449527) (← links)