One-step Local Quasi-likelihood Estimation

DOI10.1111/1467-9868.00211zbMATH Open0940.62039OpenAlexW1996309318MaRDI QIDQ4935293FDOQ4935293

Jianwei Chen, Jianqing Fan

Publication date: 17 July 2000

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://escholarship.org/uc/item/00k5w5b7

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zbMATH Keywords

quasi-likelihoodbandwidth selectionone-step estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Generalized linear models (logistic models) (62J12)

Cited In (33)

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• Efficient and fast spline-backfitted kernel smoothing of additive models
• Modeling gap times between recurrent events by marginal rate function
• One-Step Estimation with Scaled Proximal Methods
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• Smoothing parameter selection in quasi-likelihood models
• Asymptotic Properties of One-Step Weighted $M$-Estimators with Applications to Regression
• Nonparametric estimation of an additive model with a link function
• Local quasi-likelihood with a parametric guide
• Asymptotic properties of one-step M-estimators
• One-step minimum Hellinger distance estimation
• Aggregated inference
• Title not available (Why is that?)
• Robust estimation in a nonlinear cointegration model
• Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
• Hazard models with varying coefficients for multivariate failure time data
• Local polynomial quasi-likelihood regression with truncated and dependent data
• Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method
• Estimating multiplicative and additive hazard functions by kernel methods
• Dynamic Autoregressive Liquidity (DArLiQ)
• Bootstrap confidence bands for regression curves and their derivatives
• Partially Linear Hazard Regression with Varying Coefficients for Multivariate Survival Data
• Boosting local quasi-likelihood estimators
• Constructing initial estimators in one-step estimation procedures of nonlinear regression
• Asymptotic normality of one-step \(M\)-estimators based on non-identically distributed observations
• Efficient estimation of quasi-likelihood models using \(B\)-splines
• Node Features Adjusted Stochastic Block Model
• Local likelihood with time‐varying additive hazards model
• Local partial-likelihood estimation for lifetime data
• One-step sparse estimates in nonconcave penalized likelihood models
• Prediction Error Estimation Under Bregman Divergence for Non‐Parametric Regression and Classification
• Non-convex penalized multitask regression using data depth-based penalties
• Estimation of medical costs by copula models with dynamic change of health status

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