Bivariate tensor-product \(B\)-splines in a partly linear model
From MaRDI portal
Publication:1817514
DOI10.1006/jmva.1996.0045zbMath0865.62027OpenAlexW1980128351MaRDI QIDQ1817514
Publication date: 14 July 1997
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1996.0045
mean squared errorinformation boundsmoothnessoptimal rate of convergenceM-estimatorregression quantilepartly linear modelsB-spline approximationsbivariate tensor-product B-splinesknot selection criteriaM-type regression splinesmean regressionmedian regressions
Related Items
Local Asymptotics for B-Spline Estimators of the Varying Coefficient Model, Robust variable selection in semiparametric mean-covariance regression for longitudinal data analysis, Searching for the core variables in principal components analysis, Clusterwise functional linear regression models, Hypothesis testing of varying coefficients for regional quantiles, Semiparametric methods for incomplete longitudinal count data with an application to health and retirement study, Inference for single-index quantile regression models with profile optimization, Partially linear censored quantile regression, Estimation on Varying-Coefficient Partially Linear Model With Different Smoothing Variables, A semiparametric multivariate partially linear model: a difference approach, Variable selection for additive partial linear quantile regression with missing covariates, Series Estimation in Partially Linear In-Slide Regression Models, Smoothed partially linear quantile regression with nonignorable missing response, Dynamically integrated regression model for online auction data, M-estimation and model identification based on double SCAD penalization, Simultaneous mean and covariance estimation of partially linear models for longitudinal data with missing responses and covariate measurement error, Local Influence Analysis for Penalized Gaussian Likelihood Estimators in Partially Linear Models, Analysis of longitudinal data with covariate measurement error and missing responses: an improved unbiased estimating equation, Time-varying quantile single-index model for multivariate responses, Asymptotic Normality ofM-Estimators for Varying Coefficient Models with Longitudinal Data, Conditional growth charts. (With discussion and rejoinder), Estimation and inference in semiparametric quantile factor models, Estimation for the censored partially linear quantile regression models, Robust partial residuals estimation in semiparametric partially linear model, Identification and estimation in quantile varying-coefficient models with unknown link function, Robust estimators in a generalized partly linear regression model under monotony constraints, Variable selection in additive quantile regression using nonconcave penalty, Partially linear estimation using sufficient dimension reduction, Seeking relevant information from a statistical model, Estimation of general semi-parametric quantile regression, Sieve M-estimation for semiparametric varying-coefficient partially linear regression model, Local influence for Student-\(t\) partially linear models, New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models, Empirical likelihood ratio tests for non-nested model selection based on predictive losses, Statistical inference for the functional quadratic quantile regression model, Geoadditive expectile regression, Absolute penalty and shrinkage estimation in partially linear models, Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data, Asymptotics for polynomial spline regression under weak conditions., Robust inference for generalized partially linear mixed models that account for censored responses and missing covariates – an application to Arctic data analysis, M-estimators for single-index model using B-spline, Functional partially linear quantile regression model, Robust estimators in semiparametric partly linear regression models., Testing for additivity with B-splines, Two-stage local M-estimation of additive models, Robust estimation and model identification for longitudinal data varying-coefficient model, Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates, Some asymptotic results on bivariate quantile splines, Sparse estimation and inference for censored median regression, Focused information criterion and model averaging based on weighted composite quantile regression, Robust estimation for functional coefficient regression models with spatial data, Functional-coefficient partially linear regression model, Nonparametric M-regression with free knot splines, Penalized Triograms: Total Variation Regularization for Bivariate Smoothing, Influence Diagnostics and Outlier Tests for Semiparametric Mixed Models, Robust estimates in generalised varying-coefficient partially linear models, A Frisch-Newton algorithm for sparse quantile regression, Asymptotics of Huber-Dutter estimators for partial linear model with nonstochastic designs, Partial Linear Models for Longitudinal Data Based on Quadratic Inference Functions, Quantile regression with varying coefficients, Quantile index coefficient model with variable selection, Partially linear additive quantile regression in ultra-high dimension, Semiparametric quantile regression estimation in dynamic models with partially varying coefficients, The T-type estimate of a class of partially non linear models, Two-step spline estimating equations for generalized additive partially linear models with large cluster sizes, Asymptotic normality of M-estimators in a semiparametric model with longitudinal data, EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL, Skew-normal semiparametric varying coefficient model and score test, Marginal quantile regression for varying coefficient models with longitudinal data, Semiparametric quantile regression with random censoring, Model Selection via Bayesian Information Criterion for Quantile Regression Models, Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models, M-Estimation for partially functional linear regression model based on splines, Robust functional estimation in the multivariate partial linear model, Generalized partial linear models with nonignorable dropouts, Consistency and normality of Huber-Dutter estimators for partial linear model, Semiparametric regression model selections., Quantile splines with several covariates, Asymptotic theory of nonparametric regression estimates with censored data, Outlier Resistant Estimation in Difference-Based Semiparametric Partially Linear Models, On spline estimators and prediction intervals in nonparametric regression., Semiparametric Hierarchical Composite Quantile Regression, A robust spline approach in partially linear additive models, Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints, Nonparametric estimation and inference on conditional quantile processes, Penalized polygram regression, A note on estimating a partly linear model under monotonicity constraints
