Pages that link to "Item:Q2571818"

The following pages link to Robust semiparametric M-estimation and the weighted bootstrap (Q2571818):

Displaying 33 items.

• Random weighting \(M\)-estimation for linear errors-in-variables models (Q457625) (← links)
• A Hausman-Taylor instrumental variable approach to the penalized estimation of quantile panel models (Q485563) (← links)
• Bootstrap consistency for general semiparametric \(M\)-estimation (Q605931) (← links)
• Sieve least squares estimator for partial linear models with current status data (Q646761) (← links)
• Adaptive penalized M-estimation with current status data (Q853825) (← links)
• Bootstrap confidence sets under model misspecification (Q892253) (← links)
• Bootstrap consistency for quadratic forms of sample averages with increasing dimension (Q906304) (← links)
• Additive risk model for current status data with a cured subgroup (Q907089) (← links)
• Higher order semiparametric frequentist inference with the profile sampler (Q939664) (← links)
• Sieve estimation of constant and time-varying coefficients in nonlinear ordinary differential equation models by considering both numerical error and measurement error (Q988009) (← links)
• The penalized profile sampler (Q1000565) (← links)
• Parameter estimation and inference in dynamic systems described by linear partial differential equations (Q1622073) (← links)
• Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter (Q1715548) (← links)
• Two step composite quantile regression for single-index models (Q1800087) (← links)
• Semiparametric additive transformation model under current status data (Q1952246) (← links)
• Weighted likelihood estimation under two-phase sampling (Q1952451) (← links)
• Scalable estimation and inference for censored quantile regression process (Q2105200) (← links)
• Bootstrap confidence regions based on M-estimators under nonstandard conditions (Q2176620) (← links)
• Semiparametric \(M\)-estimation with non-smooth criterion functions (Q2304258) (← links)
• Quantile regression with censoring and endogeneity (Q2346027) (← links)
• Semiparametric estimation with missing covariates (Q2350069) (← links)
• Nonparametric identification in panels using quantiles (Q2516311) (← links)
• Efficient estimation of semiparametric conditional moment models with possibly nonsmooth residuals (Q2628862) (← links)
• Complex sampling designs: uniform limit theorems and applications (Q2656604) (← links)
• Smoothed quantile regression with large-scale inference (Q2682954) (← links)
• General \(M\)-estimator processes and their \(m\) out of \(n\) bootstrap with functional nuisance parameters (Q2684951) (← links)
• Relative risk regression for current status data in case-cohort studies (Q3108004) (← links)
• Efficient Estimation of the Partly Linear Additive Hazards Model with Current Status Data (Q5177964) (← links)
• Regression Analysis of a Disease Onset Distribution Using Diagnosis Data (Q5450450) (← links)
• Identification and estimation of triangular models with a binary treatment (Q6163252) (← links)
• A semi-parametric weighted likelihood approach for regression analysis of bivariate interval-censored outcomes from case-cohort studies (Q6164152) (← links)
• Causal inference of general treatment effects using neural networks with a diverging number of confounders (Q6193012) (← links)
• Nonseparable sample selection models with censored selection rules (Q6199648) (← links)