Efficient Estimation and Inferences for Varying-Coefficient Models
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(only showing first 100 items - show all)- Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates
- Rank reducible varying coefficient model
- Convergence rates for smoothing spline estimators in varying coefficient models
- Efficient estimation in the errors in variables model
- Local partial-likelihood estimation for lifetime data
- Flexible generalized varying coefficient regression models
- Nonparametric estimation equations for time series data.
- Quantile regression in varying coefficient models.
- A frequency domain test for detecting nonstationary time series
- Regularization and model selection for quantile varying coefficient model with categorical effect modifiers
- Gradient-based structural change detection for nonstationary time series M-estimation
- Model averaging procedure for varying-coefficient partially linear models with missing responses
- Estimating time-varying treatment switching effects via local linear smoothing and quasi-likelihood
- Feature screening for generalized varying coefficient models with application to dichotomous responses
- Mixture of functional linear models and its application to CO₂-GDP functional data
- Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
- Semiparametric quantile estimation for varying coefficient partially linear measurement errors models
- An alternative bandwidth selection method for estimating functional coefficient models
- Varying coefficient support vector machines
- Sieve empirical likelihood ratio tests for nonparametric functions
- Efficient estimation of a semiparametric partially linear varying coefficient model
- Two step estimations for a single-index varying-coefficient model with longitudinal data
- Two-step estimation of time-varying additive model for locally stationary time series
- Generalized likelihood ratio statistics and Wilks phenomenon
- Statistical inference for time-inhomogeneous volatility models.
- Assessing the equivalence of nonparametric regression tests based on spline and local polynomial smoothers
- Componentwise B-spline estimation for varying coefficient models with longitudinal data
- Efficient inferences on the varying-coefficient single-index model with empirical likelihood
- New efficient spline estimation for varying-coefficient models with two-step knot number selection
- Penalized kernel quantile regression for varying coefficient models
- Estimation of functional-coefficient autoregressive models with measurement error
- Varying coefficient linear discriminant analysis for dynamic data
- Nonparametric estimation of time varying correlation coefficient
- Test for the covariance matrix in time-varying coefficients panel data models with fixed effects
- Learning delay dynamics for multivariate stochastic processes, with application to the prediction of the growth rate of COVID-19 cases in the United States
- Model detection and variable selection for mode varying coefficient model
- Sufficient dimension reduction in the presence of controlling variables
- Identification and estimation in quantile varying-coefficient models with unknown link function
- Statistical inference of locally stationary functional coefficient models
- Nonparametric regression with parametric help
- Varying coefficient transformation cure models for failure time data
- Modelling heterogeneity: on the problem of group comparisons with logistic regression and the potential of the heterogeneous choice model
- Estimation of a rank-reduced functional-coefficient panel data model with serial correlation
- A nonparametric estimator for the conditional tail index of Pareto-type distributions
- Robust adaptive estimation for semivarying coefficient models
- Adaptive estimation for varying coefficient models
- Generalized varying coefficient partially linear measurement errors models
- Semiparametric estimation and testing of smooth coefficient spatial autoregressive models
- Effects of measurement error on a class of single-index varying coefficient regression models
- Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression
- Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables
- Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework
- Semiparametric varying-coefficient study of mean residual life models
- Spatial aggregation of local likelihood estimates with applications to classification
- Estimation of the covariance matrix of random effects in longitudinal studies
- Generalized partially linear varying-coefficient models
- Variable selection in semiparametric regression modeling
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
- Propagation-separation approach for local likelihood estimation
- Inference for covariate adjusted regression via varying coefficient models
- Accounting seasonal nonstationarity in time series models for short-term ozone level forecast
- Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity
- Maximin effects in inhomogeneous large-scale data
- Two-stage local Walsh average estimation of generalized varying coefficient models
- Empirical likelihood-based inferences in varying coefficient models with missing data
- Varying coefficient panel data model in the presence of endogenous selectivity and fixed effects
- Robust estimation and inference for general varying coefficient models with missing observations
- Individualized risk assessment of preoperative opioid use by interpretable neural network regression
- Non-parametric estimation of copula parameters: testing for time-varying correlation
- Time-varying asymmetry and tail thickness in long series of daily financial returns
- Simultaneous confidence bands and hypothesis testing in varying-coefficient models
- Efficient estimation for the heteroscedastic single-index varying coefficient models
- A two-step estimation approach for logistic varying coefficient modeling of longitudinal data
- Functional coefficient instrumental variables models
- A semiparametrically efficient estimator of the time-varying effects for survival data with time-dependent treatment
- Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors
- Structural adaptive smoothing procedures
- Nonparametric estimation of mean and covariance structures for longitudinal data
- Adaptive jump-preserving estimates in varying-coefficient models
- Cardiovascular event risk dynamics over time in older patients on dialysis: a generalized multiple-index varying coefficient model approach
- A similarity-based approach to time-varying coefficient non-stationary autoregression
- Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class
- Determination of linear components in additive models
- The latest progress in varying-coefficient models
- Local rank inference for varying coefficient models
- Polynomial spline estimation for a generalized additive coefficient model
- Double-smoothing for varying coefficient models
- Robust estimation for varying index coefficient models
- Parameter estimation for a generalized semiparametric model with repeated measurements
- Nonparametric multivariate breakpoint detection for the means, variances, and covariances of a discrete time stochastic process
- Local Asymptotics for B-Spline Estimators of the Varying Coefficient Model
- SiZer inference for varying coefficient models
- Departure from independence and stationarity in a handball match
- Zero-inefficiency stochastic frontier models with varying mixing proportion: a semiparametric approach
- Time-Varying Functional Regression for Predicting Remaining Lifetime Distributions from Longitudinal Trajectories
- Node Features Adjusted Stochastic Block Model
- A Bayesian Time-Varying Coefficient Model for Multitype Recurrent Events
- Nonlinear dynamical structural equation models
- Penalized Spline Estimation for Varying-Coefficient Models
- Efficient Statistical Inference Procedures for Partially Nonlinear Models and their Applications
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