The following pages link to (Q3655724):
Displaying 50 items.
- Regression in Tensor Product Spaces by the Method of Sieves (Q104871) (← links)
- Flexible generalized varying coefficient regression models (Q126898) (← links)
- Calibration for computer experiments with binary responses and application to cell adhesion study (Q149466) (← links)
- Local linear smoothing for sparse high dimensional varying coefficient models (Q276223) (← links)
- Consistency and generalization bounds for maximum entropy density estimation (Q280753) (← links)
- Bayesian manifold regression (Q282481) (← links)
- Censored linear model in high dimensions. Penalised linear regression on high-dimensional data with left-censored response variable (Q285835) (← links)
- Root-\(N\) consistent semiparametric estimators of a dynamic panel-sample-selection model (Q288357) (← links)
- Asymptotics for parametric GARCH-in-mean models (Q308384) (← links)
- Local asymptotics for nonparametric quantile regression with regression splines (Q310674) (← links)
- Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model (Q337784) (← links)
- The Bernstein-Orlicz norm and deviation inequalities (Q377523) (← links)
- Efficient estimation of semiparametric copula models for bivariate survival data (Q391946) (← links)
- Model selection in reinforcement learning (Q415618) (← links)
- Statistical analysis of kernel-based least-squares density-ratio estimation (Q420923) (← links)
- Nonparametric regression models for right-censored data using Bernstein polynomials (Q425652) (← links)
- Pricing of American options in discrete time using least squares estimates with complexity penalties (Q433745) (← links)
- \(M\)-estimators for isotonic regression (Q433757) (← links)
- Nonparametric regression with nonparametrically generated covariates (Q447858) (← links)
- A new perspective on least squares under convex constraint (Q482891) (← links)
- Uniform central limit theorems for the Grenander estimator (Q491404) (← links)
- Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models (Q530941) (← links)
- Estimation of high-dimensional low-rank matrices (Q548539) (← links)
- Penalized least squares for single index models (Q622428) (← links)
- Regularized least-squares regression: learning from a sequence (Q645620) (← links)
- Analysis of least squares regression estimates in case of additional errors in the variables (Q710765) (← links)
- Specification testing in nonparametric instrumental variable estimation (Q738164) (← links)
- Sampled forms of functional PCA in reproducing kernel Hilbert spaces (Q741794) (← links)
- Quantile regression for dynamic partially linear varying coefficient time series models (Q746867) (← links)
- Approximation properties of certain operator-induced norms on Hilbert spaces (Q765689) (← links)
- A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model (Q830540) (← links)
- Properties and refinements of the fused Lasso (Q834368) (← links)
- Empirical risk minimization in inverse problems (Q847644) (← links)
- Component selection and smoothing in multivariate nonparametric regression (Q869970) (← links)
- Donsker-type theorems for nonparametric maximum likelihood estimators (Q880938) (← links)
- Efficient calibration for imperfect computer models (Q892237) (← links)
- Additive risk model for current status data with a cured subgroup (Q907089) (← links)
- Using the doubling dimension to analyze the generalization of learning algorithms (Q923877) (← links)
- Multivariate orthogonal series estimates for random design regression (Q935455) (← links)
- Asymptotic theory for maximum likelihood in nonparametric mixture models (Q951805) (← links)
- Compare diagnostic tests using transformation-invariant smoothed ROC curves (Q989284) (← links)
- The penalized profile sampler (Q1000565) (← links)
- Global rate results for the MLE in a class of deconvolution models (Q1004272) (← links)
- Semiparametric additive isotonic regression (Q1011537) (← links)
- Multivariate mode hunting: Data analytic tools with measures of significance (Q1012536) (← links)
- A simple approach for varying-coefficient model selection (Q1015855) (← links)
- Estimating a concave distribution function from data corrupted with additive noise (Q1020980) (← links)
- Convergence rates of generalization errors for margin-based classification (Q1021988) (← links)
- Bootstrap confidence intervals in mixtures of discrete distributions (Q1031745) (← links)
- Testing conditional independence via Rosenblatt transforms (Q1043721) (← links)
