Pages that link to "Item:Q1570293"

The following pages link to On parameters of increasing dimensions (Q1570293):

Displaying 30 items.

• A Multistep Protein Lysate Array Quantification Method and its Statistical Properties (Q2893373) (← links)
• Quantile regression estimation of partially linear additive models (Q2934390) (← links)
• Adaptive Huber Regression (Q3304852) (← links)
• Analysis of GEE with a mixture working correlation matrix for diverging number of covariates (Q3390583) (← links)
• SCAD-Penalized Least Absolute Deviation Regression in High-Dimensional Models (Q3462376) (← links)
• Oracle Estimation of a Change Point in High-Dimensional Quantile Regression (Q4559700) (← links)
• A relative error-based estimation with an increasing number of parameters (Q4638695) (← links)
• Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension (Q4916453) (← links)
• (Q4986363) (← links)
• (Q4998957) (← links)
• Privacy-Preserving Parametric Inference: A Case for Robust Statistics (Q4999173) (← links)
• Quantile regression for panel data models with fixed effects under random censoring (Q5077516) (← links)
• SEMIPARAMETRIC ESTIMATION OF CENSORED SPATIAL AUTOREGRESSIVE MODELS (Q5218425) (← links)
• Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models (Q5231503) (← links)
• Asymptotic properties of GEE estimator for clustered ordinal data with high-dimensional covariates (Q5875326) (← links)
• Partially linear additive quantile regression in ultra-high dimension (Q5963523) (← links)
• Composite quantile estimation for kink model with longitudinal data (Q6043142) (← links)
• Jackknife model averaging for high‐dimensional quantile regression (Q6056143) (← links)
• SCAD‐penalized quantile regression for high‐dimensional data analysis and variable selection (Q6066203) (← links)
• Simplex-based Multinomial Logistic Regression with Diverging Numbers of Categories and Covariates (Q6069485) (← links)
• Globally Adaptive Longitudinal Quantile Regression With High Dimensional Compositional Covariates (Q6069869) (← links)
• Quantile Regression for Nonignorable Missing Data with Its Application of Analyzing Electronic Medical Records (Q6079687) (← links)
• Debiased lasso for generalized linear models with a diverging number of covariates (Q6079870) (← links)
• On the use of \(L\)-functionals in regression models (Q6083244) (← links)
• Semiparametric function-on-function quantile regression model with dynamic single-index interactions (Q6113821) (← links)
• Debiased Lasso for stratified Cox models with application to the national kidney transplant data (Q6138663) (← links)
• Robust inference for high‐dimensional single index models (Q6140331) (← links)
• Correct specification of design matrices in linear mixed effects models: tests with graphical representation (Q6169908) (← links)
• Robust high-dimensional tuning free multiple testing (Q6183774) (← links)
• Renewable Huber estimation method for streaming datasets (Q6200892) (← links)