Pages that link to "Item:Q1578274"
From MaRDI portal
The following pages link to Statistical estimation in varying coefficient models (Q1578274):
Displaying 50 items.
- Tree-structured modelling of varying coefficients (Q113880) (← links)
- Local partial-likelihood estimation for lifetime data (Q123405) (← links)
- Flexible generalized varying coefficient regression models (Q126898) (← links)
- Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694) (← links)
- Adaptive jump-preserving estimates in varying-coefficient models (Q290702) (← links)
- A partially linear framework for massive heterogeneous data (Q309709) (← links)
- Automatic variable selection for varying coefficient models with longitudinal data (Q334006) (← links)
- Nonparametric checks for varying coefficient models with missing response at random (Q353325) (← links)
- Variable selection for single-index varying-coefficient model (Q372228) (← links)
- Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components (Q378915) (← links)
- Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty (Q379954) (← links)
- Identification for semiparametric varying coefficient partially linear models (Q385083) (← links)
- Variable selection of the quantile varying coefficient regression models (Q395876) (← links)
- On two-step estimation for varying coefficient models (Q395924) (← links)
- Efficient estimation of varying coefficient seemly unrelated regression model (Q403455) (← links)
- Projection-type estimation for varying coefficient regression models (Q408095) (← links)
- Error covariance matrix correction based approach to functional coefficient regression models with generated covariates (Q413779) (← links)
- Empirical likelihood for single-index varying-coefficient models (Q442078) (← links)
- Two-stage method based on local polynomial fitting for a linear heteroscedastic regression model and its application in economics (Q444283) (← links)
- Parametric component detection and variable selection in varying-coefficient partially linear models (Q450863) (← links)
- Local Walsh-average regression for semiparametric varying-coefficient models (Q451164) (← links)
- Semivarying coefficient models for capture-recapture data: colony size estimation for the little penguin \(Eudyptula minor\) (Q459367) (← links)
- Nonparametric estimation of fixed effects panel data varying coefficient models (Q476223) (← links)
- Concave group methods for variable selection and estimation in high-dimensional varying coefficient models (Q477279) (← links)
- Nonlinear varying-coefficient models with applications to a photosynthesis study (Q486155) (← links)
- Semiparametric model building for regression models with time-varying parameters (Q494386) (← links)
- Estimation in generalised varying-coefficient models with unspecified link functions (Q494394) (← links)
- Smooth coefficient estimation of a seemingly unrelated regression (Q496154) (← links)
- Weighted local linear CQR for varying-coefficient models with missing covariates (Q497864) (← links)
- Empirical likelihood for semi-varying coefficient models for panel data with fixed effects (Q530374) (← links)
- Joint semiparametric mean-covariance model in longitudinal study (Q547328) (← links)
- Nonparametric estimation of varying coefficient error-in-variable models with validation sampling (Q550123) (← links)
- Statistical inference in partially time-varying coefficient models (Q607224) (← links)
- Sieve M-estimation for semiparametric varying-coefficient partially linear regression model (Q625812) (← links)
- Influence diagnostics in the varying coefficient model with longitudinal data (Q626197) (← links)
- Testing the constancy in varying-coefficient regression models (Q649101) (← links)
- Efficient estimation of varying coefficient models with serially correlated errors (Q670140) (← links)
- Inference of time-varying regression models (Q693729) (← links)
- Local polynomial fitting in semivarying coefficient model (Q697474) (← links)
- Two-step likelihood estimation procedure for varying-coefficient models (Q697475) (← links)
- Quantile index coefficient model with variable selection (Q730423) (← links)
- Variable selection for varying-coefficient models with the sparse regularization (Q736986) (← links)
- Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model (Q738981) (← links)
- Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study (Q740076) (← links)
- Modeling heterogeneity: a praise for varying-coefficient models in causal analysis (Q740080) (← links)
- Multivariate varying coefficient model for functional responses (Q741801) (← links)
- Statistical inference for a single-index varying-coefficient model (Q746298) (← links)
- Proportional hazards model with varying coefficients for length-biased data (Q746536) (← links)
- Quantile regression for dynamic partially linear varying coefficient time series models (Q746867) (← links)
- Semiparametric likelihood estimation in survival models with informative censoring (Q765840) (← links)