scientific article; zbMATH DE number 472973
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Publication:4272837
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- Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates
- Proportional functional coefficient time series models
- Rank reducible varying coefficient model
- Additive two-way hazards model with varying coefficients
- Efficient estimation of adaptive varying-coefficient partially linear regression model
- A simple approach for varying-coefficient model selection
- Asymptotic properties of covariate-adjusted regression with correlated errors
- Generalized likelihood ratio test for varying-coefficient models with different smoothing variables
- Penalized solutions to functional regression problems
- 3D space-varying coefficient models with application to diffusion tensor imaging
- Varying-coefficient single-index model
- Simultaneous selection of variables and smoothing parameters in structured additive regression models
- Statistical estimation in varying coefficient models with surrogate data and validation sampling
- Convergence rates for smoothing spline estimators in varying coefficient models
- Quantile regression in partially linear varying coefficient models
- Fornasini-Marchesini's models with variable coefficients
- A method of dynamization of regression coefficients
- Optimal design for local fitting
- Bayesian dynamic regression models for interval censored survival data with application to children dental health
- Tree-structured modelling of varying coefficients
- Local partial-likelihood estimation for lifetime data
- Flexible generalized varying coefficient regression models
- Claims reserving and generalised additive models
- Penalized likelihood estimation and iterative Kalman smoothing for non-Gaussian dynamic regression models
- Quantile regression in varying coefficient models.
- Survival analysis with time-varying regression effects using a tree-based approach
- Tracking time-varying parameters with local regression
- Statistical estimation in varying coefficient models
- Variable bandwidth selection in varying-coefficient models
- Local nonlinear least squares: using parametric information in nonparametric regression
- P-splines with an \(\ell_1\) penalty for repeated measures
- Empirical likelihood for semivarying coefficient model with measurement error in the nonparametric part
- Quantile regression in heteroscedastic varying coefficient models
- Exploratory time varying lagged regression: modeling association of cognitive and functional trajectories with expected clinic visits in older adults
- A frequency domain test for detecting nonstationary time series
- Regularization and model selection for quantile varying coefficient model with categorical effect modifiers
- Domain selection for the varying coefficient model via local polynomial regression
- Consistent model check of errors-in-variables varying-coefficient model with auxiliary variable
- Analysis of binary longitudinal data with time-varying effects
- A flexible approach to inference in semiparametric regression models with correlated errors using Gaussian processes
- Time-dynamic varying coefficient models for longitudinal data
- Identification of local sparsity and variable selection for varying coefficient additive hazards models
- Time-varying quantile single-index model for multivariate responses
- A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction
- Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
- Quantile regression methods with varying-coefficient models for censored data
- Tree-based varying coefficient regression for longitudinal ordinal responses
- Semiparametric quantile estimation for varying coefficient partially linear measurement errors models
- Additive varying-coefficient model for nonlinear gene-environment interactions
- An alternative bandwidth selection method for estimating functional coefficient models
- Forecasting in nonlinear univariate time series using penalized splines
- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
- Quantile regression for additive coefficient models in high dimensions
- Varying coefficient support vector machines
- Shape testing in varying coefficient models
- Varying-coefficient models for geospatial transfer learning
- Boosting flexible functional regression models with a high number of functional historical effects
- Latent single-index models for ordinal data
- Simultaneous nonparametric regression analysis of sparse longitudinal data
- Dynamic survival models with varying coefficients for credit risks.
- Statistical inference for the doubly stochastic self-exciting process
- Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach
- Quantile regression in varying-coefficient models: non-crossing quantile curves and heteroscedasticity
- Sieve empirical likelihood ratio tests for nonparametric functions
- Wavelet estimation in varying-coefficient partially linear regression models
- Efficient estimation of a semiparametric partially linear varying coefficient model
- Two step estimations for a single-index varying-coefficient model with longitudinal data
- Approximate models and robust decisions
- Time-varying correlation structure estimation and local-feature detection for spatio-temporal data
- Pursuit of dynamic structure in quantile additive models with longitudinal data
- Manifesto for a growth econometrics
- Tensor product space ANOVA models.
- A nonparametric dynamic additive regression model for longitudinal data.
- Generalized likelihood ratio statistics and Wilks phenomenon
- A generalized additive regression model for survival times.
- Nonparametric estimation in a varying-coefficient Cox model
- Non-linear and nonparametric modeling of seasonal environmental data
- Smoothing and mixed models
- Multivariate spatial regression models
- Assessing the equivalence of nonparametric regression tests based on spline and local polynomial smoothers
- Smoothing spline ANOVA for exponential families, with application to the Wisconsin epidemiological study of diabetic retinopathy. (The 1994 Neyman Memorial Lecture)
- Efficient inferences on the varying-coefficient single-index model with empirical likelihood
- Least absolute deviation estimate for functional coefficient partially linear regression models
- Testing for the parametric parts in a single-index varying-coefficient model
- Partial linear single index models with distortion measurement errors
- Testing the adequacy of varying coefficient models with missing responses at random
- Variable selection for functional regression models via the \(L_1\) regularization
- Model averaging for varying-coefficient partially linear measurement error models
- Estimating networks with jumps
- Non-asymptotic approach to varying coefficient model
- A penalized likelihood estimation approach to semiparametric sample selection binary response modeling
- Local estimators in multivariate generalized linear models with varying coefficients
- Determining the number of effective parameters in kernel density estimation
- High-dimensional integrative analysis with homogeneity and sparsity recovery
- Scalar-on-function regression for predicting distal outcomes from intensively gathered longitudinal data: interpretability for applied scientists
- Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data
- Efficient estimation of longitudinal data additive varying coefficient regression models
- Additive regression for predictors of various natures and possibly incomplete Hilbertian responses
- Time-varying auto-regressive models for count time-series
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