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.
- Learning models with uniform performance via distributionally robust optimization (Q820804) (← links)
- Conditional distance correlation screening for sparse ultrahigh-dimensional models (Q821654) (← links)
- Hypothesis testing of varying coefficients for regional quantiles (Q830106) (← links)
- Fast inference for semi-varying coefficient models via local averaging (Q830452) (← links)
- A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model (Q830540) (← links)
- A semiparametric model for cluster data (Q834344) (← links)
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models (Q850718) (← links)
- Estimation in varying-coefficient proportional hazard regression model (Q862354) (← links)
- Averaged estimation of functional-coefficient regression models with different smoothing varia\-bles (Q876994) (← links)
- Functional index coefficient models with variable selection (Q888320) (← links)
- Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models (Q892254) (← links)
- Profile empirical-likelihood inferences for the single-index-coefficient regression model (Q892422) (← links)
- Spline-based sieve estimation in monotone constrained varying-coefficient partially linear EV model (Q893981) (← links)
- Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
- Functional cointegration: definition and nonparametric estimation (Q905392) (← links)
- Reducing component estimation for varying coefficient models with longitudinal data (Q931484) (← links)
- Analysis of variance, coefficient of determination and \(F\)-test for local polynomial regression (Q955131) (← links)
- Estimation in covariate-adjusted regression (Q959410) (← links)
- Impact of unknown covariance structures in semiparametric models for longitudinal data: an application to Wisconsin diabetes data (Q961915) (← links)
- Modeling epigenetic modifications under multiple treatment conditions (Q962370) (← links)
- Estimation on semivarying coefficient models with different degrees of smoothness (Q967997) (← links)
- Testing serial correlation in semiparametric varying coefficient partially linear errors-in-variables model (Q967998) (← links)
- Simultaneous confidence band and hypothesis test in generalised varying-coefficient models (Q972894) (← links)
- Prediction of multivariate chaotic time series with local polynomial fitting (Q980265) (← links)
- Quantile regression with varying coefficients (Q997372) (← links)
- Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates (Q1002167) (← links)
- Proportional functional coefficient time series models (Q1007454) (← links)
- Rank reducible varying coefficient model (Q1007481) (← links)
- Tree-structured smooth transition regression models (Q1023576) (← links)
- Statistical estimation in varying coefficient models with surrogate data and validation sampling (Q1036803) (← links)
- Convergence rates for smoothing spline estimators in varying coefficient models (Q1039474) (← links)
- B-spline estimation for varying coefficient regression with spatial data (Q1047860) (← links)
- Wavelet threshold estimation for additive regression models (Q1394761) (← links)
- Quantile regression in varying coefficient models. (Q1427801) (← links)
- Variable bandwidth selection in varying-coefficient models (Q1582633) (← links)
- Regularization and model selection for quantile varying coefficient model with categorical effect modifiers (Q1623652) (← links)
- Domain selection for the varying coefficient model via local polynomial regression (Q1623796) (← links)
- Gradient-based structural change detection for nonstationary time series M-estimation (Q1650076) (← links)
- Analysis of binary longitudinal data with time-varying effects (Q1654267) (← links)
- A flexible approach to inference in semiparametric regression models with correlated errors using Gaussian processes (Q1659007) (← links)
- Identification of local sparsity and variable selection for varying coefficient additive hazards models (Q1662933) (← links)
- Time-varying quantile single-index model for multivariate responses (Q1663105) (← links)
- A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction (Q1663132) (← links)
- Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors (Q1663270) (← links)
- An alternative bandwidth selection method for estimating functional coefficient models (Q1673516) (← links)
- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression (Q1685286) (← links)
- Shape testing in varying coefficient models (Q1694375) (← links)
- Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations (Q1742727) (← links)
- Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach (Q1753971) (← links)
- Sieve empirical likelihood ratio tests for nonparametric functions (Q1766120) (← links)
