Local modal regression
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Cites work
- A Markov model for switching regressions
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- Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models
- Optimal change-point estimation from indirect observations
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Cited in
(95)- An efficient and robust variable selection method for longitudinal generalized linear models
- Robust estimation and variable selection in sufficient dimension reduction
- Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection
- Local M-estimation with discontinuous criterion for dependent and limited observations
- Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data
- Robust estimation for the varying coefficient partially nonlinear models
- A robust and efficient estimation and variable selection method for partially linear single-index models
- Robust estimation and variable selection for varying-coefficient partially nonlinear models based on modal regression
- Robust estimation for varying coefficient partially functional linear regression models based on exponential squared loss function
- Nonparametric statistical learning based on modal regression
- Model detection and variable selection for mode varying coefficient model
- Robust estimation for partial functional linear regression model based on modal regression
- A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates
- Robust distributed modal regression for massive data
- Single-index modal regression via outer product gradients
- General local rank estimation for single-index varying coefficient models
- Information geometry of modal linear regression
- Quantile regression approach to conditional mode estimation
- A robust and efficient estimation method for partially nonlinear models via a new MM algorithm
- Empirical likelihood based modal regression
- Robust adaptive estimation for semivarying coefficient models
- Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression
- Robust variable selection for nonlinear models with diverging number of parameters
- Robust variable selection in partially varying coefficient single-index model
- Modal additive models with data-driven structure identification
- A robust penalized estimation for identification in semiparametric additive models
- Robust structure identification and variable selection in partial linear varying coefficient models
- Robust estimation and variable selection for varying-coefficient single-index models based on modal regression
- Nonparametric modal regression
- Robust estimation for varying index coefficient models
- Modal linear regression models with additive distortion measurement errors
- Robust nonparametric regression and modality
- LOCALIZED MODEL SELECTION FOR REGRESSION
- A robust and efficient estimation method for single index models
- Mode-seeking clustering and density ridge estimation via direct estimation of density-derivative-ratios
- Robust linear regression: A review and comparison
- A robust and efficient estimation method for nonparametric models with jump points
- A robust and efficient estimation method for single-index varying-coefficient models
- A Statistical Learning Approach to Modal Regression
- Modal regression based on nonparametric quantile estimator
- Robust estimation with modified Huber's function for functional linear models
- Robust estimation for partial linear single-index models
- Local modal regression for the spatio-temporal model
- Variable selection for semiparametric varying coefficient partially linear model based on modal regression with missing data
- Variable selection for partially varying coefficient model based on modal regression under high dimensional data
- Estimation in partial linear model with spline modal function
- Regularized modal regression with data-dependent hypothesis spaces
- Robust variable selection in modal varying-coefficient models with longitudinal
- Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression
- Uniform consistency in nonparametric mixture models
- Robust estimation for nonrandomly distributed data
- The Modal Age of Statistics
- Distributed penalized modal regression for massive data
- Modal non‐linear regression in the presence of Laplace measurement error
- Robust partially linear trend filtering for regression estimation and structure discovery
- A Review on Modal Clustering
- Bootstrap Inference for Quantile-based Modal Regression
- Semiparametric partially linear varying coefficient modal regression
- Geometry of EM and related iterative algorithms
- Robust estimation via modified Cholesky decomposition for modal partially nonlinear models with longitudinal data
- Parameter estimation for skew-normal mode regression model with measurement error
- Nonlinear kernel mode‐based regression for dependent data
- Optimal subsampling for modal regression in massive data
- Nonparametric modal regression with mixed variables and application to analyze the GDP data
- Statistical inference of mode regression with adaptive Lasso
- Robust nonparametric regression: a review
- Modal regression using kernel density estimation: a review
- Online Kernel-Based Mode Learning
- Exponential L p -quantile estimation of function-on-scalar model with its applications in functional data analysis
- Ridge estimators of lognormal mode regression model
- Modal regression with streaming data sets
- Nonparametric spatial mode-oriented regression
- Optimal distributed Poisson subsampling for modal regression with massive data
- Mode-adaptive factor models
- A robust and efficient change point detection method for high-dimensional linear models
- Enriched lognormal models for income data
- Robust corrected empirical likelihood for partially linear measurement error models
- An algorithm for distributed parameter estimation in modal regression models
- Optimal Subsampling for Functional Quasi-Mode Regression with Big Data
- Distributed learning for kernel mode-based regression
- Robust statistical inference for varying-coefficient partially linear instrumental variable model based on modal regression
- Robust estimation for dynamic single index varying coefficient models
- Efficient estimation for varying coefficient modal regression
- Nonlinear modal regression for dependent data with application for predicting COVID-19
- Semi-functional varying coefficient mode-based regression
- Robust variable selection for additive coefficient models
- Modal regression models based on B-splines
- Nonparametric modal regression with missing response observations
- Smooth-threshold estimating equations for partially linear additive models based on modal regression
- Robust estimation for varying coefficient partially linear model based on MAVE
- Kernel mode-based varying coefficient models with nonstationary regressors
- Optimal subsampling algorithm for mode regression model with lognormal big data
- MCA: high-dimensional modal component analysis towards the mode
- Local Walsh-average regression
- Adaptive semiparametric estimation for single index models with jumps
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