Pages that link to "Item:Q5088219"
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The following pages link to Doubly Robust and Efficient Estimators for Heteroscedastic Partially Linear Single-Index Models Allowing high Dimensional Covariates (Q5088219):
Displayed 29 items.
- Efficient estimation for the heteroscedastic single-index varying coefficient models (Q273701) (← links)
- Confidence intervals for high-dimensional partially linear single-index models (Q290693) (← links)
- Parameter estimation for a generalized semiparametric model with repeated measurements (Q312586) (← links)
- Significance testing in non-sparse high-dimensional linear models (Q1616315) (← links)
- Efficiency for heteroscedastic regression with responses missing at random (Q1642744) (← links)
- Empirical likelihood for heteroscedastic partially linear single-index models with growing dimensional data (Q1744028) (← links)
- A generalized partially linear framework for variance functions (Q1786908) (← links)
- Variable selection for the partial linear single-index model (Q2013035) (← links)
- Generalized partially linear single index model with measurement error, instruments and binary response (Q2032327) (← links)
- Wilks' theorem for semiparametric regressions with weakly dependent data (Q2073705) (← links)
- Efficient estimation in single index models through smoothing splines (Q2295045) (← links)
- Robust and efficient direction identification for groupwise additive multiple-index models and its applications (Q2398077) (← links)
- Estimation for single-index models via martingale difference divergence (Q2416786) (← links)
- A novel robust approach for analysis of longitudinal data (Q2419149) (← links)
- Semiparametric efficient estimation for partially linear single-index models with responses missing at random (Q2451617) (← links)
- Score estimation of monotone partially linear index model (Q4988813) (← links)
- Efficient estimation in heteroscedastic single-index models (Q5012347) (← links)
- Estimation and variable selection for a class of quantile regression models with multiple index (Q5079029) (← links)
- Statistical inference for the partially linear single-index model of panel data with serially correlated error structure (Q5096012) (← links)
- Efficient estimation for time-dynamic longitudinal single-index model (Q5160286) (← links)
- Conditional median absolute deviation (Q5220850) (← links)
- A new estimator for efficient dimension reduction in regression (Q5964286) (← links)
- Rejoinder to “Reader reaction to ‘Outcome‐adaptive Lasso: Variable selection for causal inference’ by Shortreed and Ertefaie (2017)” (Q6056173) (← links)
- Inferences for extended partially linear single-index models (Q6075569) (← links)
- Uniformly valid inference for partially linear high-dimensional single-index models (Q6076567) (← links)
- Structured Ultrahigh Dimensional Multiple-Index Models with Efficient Estimation in Computation And Theory (Q6092965) (← links)
- Semiparametric Efficiency in Convexity Constrained Single-Index Model (Q6107207) (← links)
- Model-Assisted Uniformly Honest Inference for Optimal Treatment Regimes in High Dimension (Q6107209) (← links)
- Robust inference for high‐dimensional single index models (Q6140331) (← links)