Pages that link to "Item:Q764476"

The following pages link to Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters (Q764476):

Displaying 46 items.

• Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors (Q272074) (← links)
• A revisit to correlation analysis for distortion measurement error data (Q392060) (← links)
• Empirical likelihood for high-dimensional linear regression models (Q479491) (← links)
• Effective identification and estimation for the semiparametric measurement error model (Q508097) (← links)
• Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models (Q512003) (← links)
• A profile-type smoothed score function for a varying coefficient partially linear model (Q618161) (← links)
• Calibration procedures for linear regression models with multiplicative distortion measurement errors (Q783272) (← links)
• Adjoint-free calculation method for conditional nonlinear optimal perturbations (Q887056) (← links)
• Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection (Q1727913) (← links)
• Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models (Q1989897) (← links)
• Nonlinear measurement errors models subject to partial linear additive distortion (Q1994028) (← links)
• Spline estimator for ultra-high dimensional partially linear varying coefficient models (Q2000746) (← links)
• Conditional absolute mean calibration for partial linear multiplicative distortion measurement errors models (Q2008000) (← links)
• Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects (Q2029210) (← links)
• Statistical inference for linear regression models with additive distortion measurement errors (Q2029215) (← links)
• Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model (Q2072816) (← links)
• Empirical likelihood inference for the semiparametric varying-coefficient spatial autoregressive model (Q2121175) (← links)
• Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components (Q2131898) (← links)
• Two-step semiparametric empirical likelihood inference (Q2176605) (← links)
• Partial linear models with general distortion measurement errors (Q2283581) (← links)
• Profile statistical inference for partially linear additive models with a diverging number of parameters (Q2287379) (← links)
• GMM and misspecification correction for misspecified models with diverging number of parameters (Q2300520) (← links)
• Penalized empirical likelihood for semiparametric models with a diverging number of parameters (Q2409625) (← links)
• Bias-corrected statistical inference for partially linear varying coefficient errors-in-variables models with restricted condition (Q2434138) (← links)
• Empirical likelihood of varying coefficient errors-in-variables models with longitudinal data (Q2443251) (← links)
• Combined-penalized likelihood estimations with a diverging number of parameters (Q3179246) (← links)
• Empirical likelihood for high-dimensional partially functional linear model (Q3387068) (← links)
• Empirical likelihood inference in partially linear single-index models with endogenous covariates (Q4976211) (← links)
• Penalised empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models (Q5012336) (← links)
• Logarithmic calibration for partial linear models with multiplicative distortion measurement errors (Q5036857) (← links)
• Empirical likelihood in varying-coefficient quantile regression with missing observations (Q5079229) (← links)
• Detection the symmetry or asymmetry of model errors in partial linear models (Q5082967) (← links)
• Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models (Q5086320) (← links)
• Estimation of the error distribution function for partial linear single-index models (Q5087915) (← links)
• Correlation analysis with additive distortion measurement errors (Q5106810) (← links)
• Nonlinear regression models with general distortion measurement errors (Q5107404) (← links)
• Empirical likelihood inferences for varying coefficient partially nonlinear models (Q5138550) (← links)
• (Q5156825) (← links)
• (Q5156826) (← links)
• Penalised empirical likelihood for the additive hazards model with high-dimensional data (Q5266567) (← links)
• Nonconcave penalized estimation for partially linear models with longitudinal data (Q5739649) (← links)
• Asymptotic properties of GEE estimator for clustered ordinal data with high-dimensional covariates (Q5875326) (← links)
• Quantile regression of ultra-high dimensional partially linear varying-coefficient model with missing observations (Q6053998) (← links)
• Logarithmic calibration for multiplicative distortion measurement errors regression models (Q6067700) (← links)
• Asymptotics of the general GEE estimator for high-dimensional longitudinal data (Q6573056) (← links)
• A review of recent advances in empirical likelihood (Q6602013) (← links)