The following pages link to (Q4787694):
Displayed 24 items.
- Functional linear regression analysis for longitudinal data (Q96109) (← links)
- Trending time-varying coefficient time series models with serially correlated errors (Q278242) (← links)
- Accelerated failure time model with quantile information (Q314576) (← links)
- Error covariance matrix correction based approach to functional coefficient regression models with generated covariates (Q413779) (← links)
- Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors (Q451496) (← links)
- Statistical inference in partially time-varying coefficient models (Q607224) (← links)
- Combining least-squares and quantile regressions (Q719480) (← links)
- Consistent test of error-in-variables partially linear model with auxiliary variables (Q746872) (← links)
- Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates (Q1002167) (← links)
- Inference on a regression model with noised variables and serially correlated errors (Q1012535) (← links)
- Semiparametric quantile estimation for varying coefficient partially linear measurement errors models (Q1668053) (← links)
- Estimation and test of jump discontinuities in varying coefficient models with empirical applications (Q2002725) (← links)
- Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable (Q2065304) (← links)
- Estimation and inference for varying-coefficient regression models with error-prone covariates (Q2341593) (← links)
- Jump-detection-based estimation in time-varying coefficient models and empirical applications (Q2404166) (← links)
- On nonlinear regression estimator with denoised variables (Q2445822) (← links)
- Statistical inference for a semiparametric measurement error regression model with hetero\-scedastic errors (Q2455712) (← links)
- Empirical likelihood in a regression model with noised variables (Q2499094) (← links)
- Parameter estimation of varying coefficients structural EV model with time series (Q2627876) (← links)
- On inference for a semiparametric partially linear regression model with serially correlated errors (Q3512631) (← links)
- Instrumental variable-based empirical likelihood inferences for varying-coefficient models with error-prone covariates (Q5128920) (← links)
- Improved statistical inference on semiparametric varying-coefficient partially linear measurement error model (Q5228591) (← links)
- Instrumental variable type estimation for generalized varying coefficient models with error-prone covariates (Q5400130) (← links)
- Optimal model averaging for semiparametric partially linear models with measurement errors (Q6195514) (← links)