Pages that link to "Item:Q1245769"
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The following pages link to Hedonic housing prices and the demand for clean air (Q1245769):
Displaying 50 items.
- Variable Selection Using a Smooth Information Criterion for Distributional Regression Models (Q85096) (← links)
- Testing conditional independence in supervised learning algorithms (Q113672) (← links)
- The feasible set algorithm for least median of squares regression (Q137210) (← links)
- Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method (Q268292) (← links)
- Bayesian regularized regression based on composite quantile method (Q287904) (← links)
- The shooting S-estimator for robust regression (Q311279) (← links)
- Outlier detection and accommodation in general spatial models (Q333546) (← links)
- Variable selection in high-dimensional quantile varying coefficient models (Q391871) (← links)
- A revisit to correlation analysis for distortion measurement error data (Q392060) (← links)
- Estimation and inference for varying coefficient partially nonlinear models (Q394115) (← links)
- Zero finite-order serial correlation test in a partially linear single-index model (Q394401) (← links)
- Filter-type variable selection based on information measures for regression tasks (Q405995) (← links)
- Information theory estimators for the first-order spatial autoregressive model (Q406093) (← links)
- Projection-type estimation for varying coefficient regression models (Q408095) (← links)
- A new and practical influence measure for subsets of covariance matrix sample principal components with applications to high dimensional datasets (Q452676) (← links)
- Oracally efficient estimation for single-index link function with simultaneous confidence band (Q491416) (← links)
- Bayesian variable selection in quantile regression using the Savage-Dickey density ratio (Q530387) (← links)
- Statistical inference in partially-varying-coefficient single-index model (Q608318) (← links)
- An exact approach to sparse principal component analysis (Q638039) (← links)
- On a dimension reduction regression with covariate adjustment (Q643293) (← links)
- Testing the constancy in varying-coefficient regression models (Q649101) (← links)
- Parametric or nonparametric? A parametricness index for model selection (Q651025) (← links)
- On simultaneously identifying outliers and heteroscedasticity without specific form (Q693231) (← links)
- Fast exact leave-one-out cross-validation of sparse least-squares support vector machines (Q705597) (← links)
- Spline-backfitted kernel smoothing of partially linear additive model (Q710767) (← links)
- A new causal discovery heuristic (Q722096) (← links)
- Single index quantile regression for heteroscedastic data (Q739594) (← links)
- Penalized estimation in additive varying coefficient models using grouped regularization (Q744806) (← links)
- Prediction-based regularization using data augmented regression (Q746200) (← links)
- Sequential Monte Carlo on large binary sampling spaces (Q746260) (← links)
- Alternating direction method of multipliers with variable metric indefinite proximal terms for convex optimization (Q827573) (← links)
- MM algorithms for distance covariance based sufficient dimension reduction and sufficient variable selection (Q829724) (← links)
- Robust variable selection with exponential squared loss for the spatial autoregressive model (Q829731) (← links)
- Efficient and fast spline-backfitted kernel smoothing of additive models (Q841015) (← links)
- Estimation for a partial-linear single-index model (Q847637) (← links)
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models (Q850718) (← links)
- Practical algorithms for algebraic and logical correction in precedent-based recognition problems (Q889219) (← links)
- Estimation of additive quantile regression (Q907098) (← links)
- Two-stage local M-estimation of additive models (Q946384) (← links)
- Dimension reduction using the generalized gradient direction (Q962359) (← links)
- MARS: selecting basis functions and knots with an empirical Bayes method (Q964645) (← links)
- Structured variable selection and estimation (Q965141) (← links)
- Statistical inference of minimum BD estimators and classifiers for varying-dimensional models (Q972890) (← links)
- Preserving data utility via BART (Q974503) (← links)
- Tree-structured model diagnostics for linear regression (Q1009312) (← links)
- A simple approach for varying-coefficient model selection (Q1015855) (← links)
- Robust estimation of multivariate regression model (Q1019444) (← links)
- Semi-parametric nonlinear regression and transformation using functional networks (Q1023546) (← links)
- Gaussian processes and limiting linear models (Q1023934) (← links)
- On boosting kernel regression (Q1031760) (← links)
