Adaptive Varying-Coefficient Linear Models
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(only showing first 100 items - show all)- Robust functional coefficient selection for the single-index varying coefficients regression model
- Semiparametric function-on-function quantile regression model with dynamic single-index interactions
- Autoregressive processes with data-driven regime switching
- Sufficient dimension reduction on marginal regression for gaps of recurrent events
- Robust MAVE for single-index varying-coefficient models
- New latent variable model with varying-coefficients
- Rank regression estimation for dynamic single index varying coefficient models
- Regression Analysis of Asynchronous Longitudinal Functional and Scalar Data
- Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors
- Quantile varying-coefficient structural equation model
- Smooth varying-coefficient estimation and inference for qualitative and quantitative data
- Local functional coefficient autoregressive model for multistep prediction of chaotic time series
- On fitting generalized non-linear models with varying coefficients
- Nonlinear dynamical structural equation models
- GEE analysis for longitudinal single-index quantile regression
- Statistical inference for a single-index varying coefficient model with measurement errors in all covariates
- A nonparametric predictive regression model using partitioning estimators based on Taylor expansions
- Empirical likelihood for single-index varying-coefficient models with right-censored data
- Estimation and hypothesis test for varying coefficient single-index multiplicative models
- Departure from independence and stationarity in a handball match
- Empirical likelihood and estimation in varying coefficient models with right censored data
- Functional index coefficient models for locally stationary time series
- The stationarity and invertibility of a class of nonlinear ARMA models
- General local rank estimation for single-index varying coefficient models
- Variable selection for single-index varying-coefficient model
- Ensemble sufficient dimension folding methods for analyzing matrix-valued data
- Inference of time-varying regression models
- Empirical likelihood for single-index varying-coefficient models
- A robust and efficient estimation method for single-index varying-coefficient models
- Efficient estimation of a semiparametric partially linear varying coefficient model
- Dynamic modeling for multivariate functional and longitudinal data
- Empirical likelihood and estimation in a partially linear varying coefficient model with right censored data
- Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework
- Effects of measurement error on a class of single-index varying coefficient regression models
- An IV estimator for a functional coefficient model with endogenous discrete treatments
- Principal single-index varying-coefficient models for dimension reduction in quantile regression
- Two-step likelihood estimation procedure for varying-coefficient models
- Adaptive estimation for varying coefficient models with nonstationary covariates
- Varying-coefficient model and applications for the periodic time series
- Measuring correlations of integrated but not cointegrated variables: a semiparametric approach
- Statistical inference for a single-index varying-coefficient model
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
- Composite quantile regression and variable selection in single-index coefficient model
- A class of structured high-dimensional dynamic covariance matrices
- Laplace error penalty-based M-type model detection for a class of high dimensional semiparametric models
- Nonparametric estimation of probability density functions for irregularly observed spatial data
- Profile empirical-likelihood inferences for the single-index-coefficient regression model
- Generalized Gaussian process regression model for non-Gaussian functional data
- Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach
- Varying-coefficient single-index model
- Estimation and Inference for Dynamic Single-Index Varying-Coefficient Models
- Analysis of double single index models
- Nonparametric regression with parametric help
- Inference for nonparametric parts in single-index varying-coefficient model
- Bayesian estimation of varying-coefficient models with missing data, with application to the Singapore Longitudinal Aging Study
- Quantile index coefficient model with variable selection
- L1-estimation for varying coefficient models
- AdaBoost Semiparametric Model Averaging Prediction for Multiple Categories
- Proportional functional coefficient time series models
- Rank reducible varying coefficient model
- Nonparametric volatility prediction
- Varying random coefficient models
- Functional index coefficient models with variable selection
- Sufficient dimension reduction based on an ensemble of minimum average variance estimators
- Statistical inference for fixed-effects partially linear regression models with errors in variables
- Nonparametric transfer function models
- Single-index coefficient models for nonlinear time series
- Functional coefficient seasonal time series models with an application of Hawaii tourism data
- Outliers in functional autoregressive time series
- Adaptively varying-coefficient spatiotemporal models
- Time-varying coefficient model estimation through radial basis functions
- Wavelet estimation in time-varying coefficient models
- Nonparametric Inference for Time-Varying Coefficient Quantile Regression
- High-dimensional varying index coefficient models via Stein's identity
- Investigating asymptotic properties of vector nonlinear time series models
- Reducing component estimation for varying coefficient models
- A semiparametric quantile panel data model with an application to estimating the growth effect of FDI
- Efficient estimation of adaptive varying-coefficient partially linear regression model
- Model specification test with correlated but not cointegrated variables
- Model detection and estimation for single-index varying coefficient model
- Statistical inference using a weighted difference-based series approach for partially linear regression models
- Functional mixture regression
- Testing for the parametric parts in a single-index varying-coefficient model
- A Semiparametric Approach to Canonical Analysis
- Varying coefficient model for modeling diffusion tensors along white matter tracts
- Empirical likelihood and estimation in single-index varying-coefficient models with censored data
- Short‐term forecasting with a computationally efficient nonparametric transfer function model
- Nonlinear varying-coefficient models with applications to a photosynthesis study
- Volatility spillover effect: a semiparametric analysis of non-cointegrated process
- Predictive functional linear models with diverging number of semiparametric single-index interactions
- Consistency of Ridge Function Fields for Varying Nonparametric Regression
- Model structure selection in single-index-coefficient regression models
- Multicovariate-adjusted regression models
- Efficient B-spline imputation methods in functional structural equation model with missing data
- Estimation of projection pursuit regression via alternating linearization
- Multivariate varying coefficient model for functional responses
- Cardiovascular event risk dynamics over time in older patients on dialysis: a generalized multiple-index varying coefficient model approach
- Quantile regression and variable selection of single-index coefficient model
- Adaptive estimation for varying coefficient models
- Estimation of the covariance matrix of random effects in longitudinal studies
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