The following pages link to (Q3746676):
Displayed 16 items.
- Rank-based inference for the single-index model (Q419168) (← links)
- Local Walsh-average regression for semiparametric varying-coefficient models (Q451164) (← links)
- A quadraticity limit theorem useful in linear models (Q1112492) (← links)
- Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors (Q1326344) (← links)
- Minimum distance estimation in linear models with long-range dependent errors (Q1341366) (← links)
- Minimum distance estimation in doubly censored two sample scale model (Q1399285) (← links)
- Minimum distance regression model checking (Q1417798) (← links)
- Minimum distance estimation of the center of symmetry with randomly censored data (Q1893381) (← links)
- Koul-DeWet-type estimation in censored regression using the conditional empirical process (Q1901745) (← links)
- Estimation in two sample randomly truncated scale model (Q2498753) (← links)
- On Koul's minimum distance estimators in the regression models with long memory moving averages. (Q2574570) (← links)
- Semiparametric inference for the proportional odds model with time-dependent covariates (Q2581884) (← links)
- Simultaneous robust estimation of location and scale parameters: A minimum-distance approach (Q4223822) (← links)
- Weighted Empirical Minimum Distance Estimators in Berkson Measurement Error Regression Models (Q5141228) (← links)
- Ridge Autoregression R-Estimation: Subspace Restriction (Q5167882) (← links)
- A class of minimum distance estimators in Markovian multiplicative error models (Q6108880) (← links)