Pages that link to "Item:Q2360935"
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The following pages link to Modified SEE variable selection for varying coefficient instrumental variable models (Q2360935):
Displaying 13 items.
- Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data (Q311324) (← links)
- Semiparametric variable selection for partially varying coefficient models with endogenous variables (Q736653) (← links)
- Copula and composite quantile regression-based estimating equations for longitudinal data (Q2042520) (← links)
- Robust and efficient estimating equations for longitudinal data partial linear models and its applications (Q2062374) (← links)
- Regularization statistical inferences for partially linear models with high dimensional endogenous covariates (Q2131977) (← links)
- Instrumental variable based SEE variable selection for Poisson regression models with endogenous covariates (Q2317398) (← links)
- Efficient parameter estimation via modified Cholesky decomposition for quantile regression with longitudinal data (Q2403399) (← links)
- Robust variable selection for generalized linear models with a diverging number of parameters (Q2979052) (← links)
- Adjusted empirical likelihood inferences for varying coefficient partially non linear models with endogenous covariates (Q5079836) (← links)
- Gaussian copula based composite quantile regression in semivarying models with longitudinal data (Q5079845) (← links)
- A new orthogonality empirical likelihood for varying coefficient partially linear instrumental variable models with longitudinal data (Q5083950) (← links)
- Instrumental variable based variable selection for generalized linear models with endogenous covariates (Q5085981) (← links)
- Orthogonal weighted empirical likelihood-based variable selection for semiparametric instrumental variable models (Q5154083) (← links)