Pages that link to "Item:Q622428"

The following pages link to Penalized least squares for single index models (Q622428):

Displaying 50 items.

• Joint estimation for single index mean-covariance models with longitudinal data (Q334829) (← links)
• Estimator of a change point in single index models (Q477154) (← links)
• Isotonic regression meets Lasso (Q668615) (← links)
• Forward selection and estimation in high dimensional single index models (Q670181) (← links)
• Fused kernel-spline smoothing for repeatedly measured outcomes in a generalized partially linear model with functional single index (Q888498) (← links)
• Robust direction identification and variable selection in high dimensional general single-index models (Q892888) (← links)
• Dimension reduction based on conditional multiple index density function (Q1620937) (← links)
• B spline variable selection for the single index models (Q1685210) (← links)
• Exploring the constant coefficient of a single-index variation (Q1729802) (← links)
• A constructive hypothesis test for the single-index models with two groups (Q1786905) (← links)
• Local Walsh-average-based estimation and variable selection for single-index models (Q2010424) (← links)
• High dimensional single-index Bayesian modeling of brain atrophy (Q2057356) (← links)
• Estimation and variable selection for partial linear single-index distortion measurement errors models (Q2066529) (← links)
• Robust MAVE for single-index varying-coefficient models (Q2111967) (← links)
• Estimation and hypothesis test for partial linear single-index multiplicative models (Q2183764) (← links)
• A new test for heteroscedasticity in single-index models (Q2195886) (← links)
• Estimation and hypothesis test for single-index multiplicative models (Q2273153) (← links)
• Weighted composite quantile regression for single index model with missing covariates at random (Q2282597) (← links)
• Single-index modal regression via outer product gradients (Q2291303) (← links)
• Efficient estimation in single index models through smoothing splines (Q2295045) (← links)
• Variable selection and estimation for semi-parametric multiple-index models (Q2345120) (← links)
• Spline estimation and variable selection for single-index prediction models with diverging number of index parameters (Q2348100) (← links)
• Model detection and estimation for single-index varying coefficient model (Q2350062) (← links)
• High dimensional single index models (Q2350065) (← links)
• Robust and efficient direction identification for groupwise additive multiple-index models and its applications (Q2398077) (← links)
• On the single-index model estimate of the conditional density function: consistency and implementation (Q2407115) (← links)
• New efficient estimation and variable selection in models with single-index structure (Q2453903) (← links)
• The adaptive L1-penalized LAD regression for partially linear single-index models (Q2454024) (← links)
• Variable selection for single-index varying-coefficients models with applications to synergistic \(\mathrm{G} \times \mathrm{E}\) interactions (Q2689605) (← links)
• Inverse probability weighted estimators for single-index models with missing covariates (Q2807760) (← links)
• Penalized LAD Regression for Single-index Models (Q2821006) (← links)
• Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables (Q2965541) (← links)
• Partial linear single-index models with additive distortion measurement errors (Q4606460) (← links)
• Estimation and variable selection in single-index composite quantile regression (Q4607357) (← links)
• Dimension reduction regressions with measurement errors subject to additive distortion (Q4960711) (← links)
• (Q4969199) (← links)
• Robust estimation for partial linear single-index models (Q5030946) (← links)
• Variable selection of partially linear varying coefficient spatial autoregressive model (Q5036902) (← links)
• Penalized profile quasi-maximum likelihood method of partially linear spatial autoregressive model (Q5036903) (← links)
• Sparse Single Index Models for Multivariate Responses (Q5066421) (← links)
• Estimation and variable selection for a class of quantile regression models with multiple index (Q5079029) (← links)
• Detection of marginal heteroscedasticity for partial linear single-index models (Q5082565) (← links)
• Testing symmetry of model errors for nonparametric regression models by using correlation coefficient¹ (Q5082904) (← links)
• Estimation for a partially linear single-index varying-coefficient model (Q5082924) (← links)
• Partial index additive models with additive distortion measurement errors (Q5082966) (← links)
• Measuring the symmetry of model errors for varying coefficient regression models based on correlation coefficient (Q5082969) (← links)
• Single-index relative error regression models (Q5082970) (← links)
• Estimation of the error distribution function for partial linear single-index models (Q5087915) (← links)
• Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior (Q5107523) (← links)
• Quantile regression and variable selection for the single-index model (Q5128663) (← links)