Pages that link to "Item:Q3449020"

The following pages link to Can Tests for Jumps be Viewed as Tests for Clusters? (Q3449020):

Displaying 21 items.

• Variable selection for additive partial linear quantile regression with missing covariates (Q321935) (← links)
• Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models (Q746868) (← links)
• Additive monotone regression in high and lower dimensions (Q2002524) (← links)
• Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data (Q2010817) (← links)
• Estimation for partially linear additive regression with spatial data (Q2110355) (← links)
• Sparse model identification and learning for ultra-high-dimensional additive partially linear models (Q2274941) (← links)
• Profile statistical inference for partially linear additive models with a diverging number of parameters (Q2287379) (← links)
• Discovering model structure for partially linear models (Q2304237) (← links)
• Adaptively weighted group Lasso for semiparametric quantile regression models (Q2325373) (← links)
• Two stage smoothing in additive models with missing covariates (Q2338221) (← links)
• Nonparametric inference for additive models estimated via simplified smooth backfitting (Q2679229) (← links)
• A sure independence screening procedure for ultra-high dimensional partially linear additive models (Q5036612) (← links)
• Identification for partially linear regression model with autoregressive errors (Q5065294) (← links)
• Estimation and variable selection for partially linear additive models with measurement errors (Q5079489) (← links)
• Shrinkage estimation for identification of linear components in composite quantile additive models (Q5083888) (← links)
• Bayesian Model Selection in Additive Partial Linear Models Via Locally Adaptive Splines (Q5084431) (← links)
• (Q5149019) (← links)
• Partially linear additive quantile regression in ultra-high dimension (Q5963523) (← links)
• Automatic variable selection for semiparametric spatial autoregressive model (Q6049848) (← links)
• Linear and nonlinear signal detection and estimation in high-dimensional nonparametric regression under weak sparsity (Q6137725) (← links)
• Structure learning via unstructured kernel-based M-estimation (Q6184881) (← links)