Statistical methods with varying coefficient models
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Publication:660045
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(only showing first 100 items - show all)- Empirical likelihood for semiparametric varying coefficient partially linear models with longitudinal data
- Tree-structured modelling of varying coefficients
- Exploratory time varying lagged regression: modeling association of cognitive and functional trajectories with expected clinic visits in older adults
- 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
- Asymptotic theory for varying coefficient regression models with dependent data
- 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
- Semiparametric quantile estimation for varying coefficient partially linear measurement errors models
- Estimation and variable selection for quantile partially linear single-index models
- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
- Varying coefficient support vector machines
- Shape testing in varying coefficient models
- Varying-coefficient models for geospatial transfer learning
- Dynamic survival models with varying coefficients for credit risks.
- Estimation for varying coefficient partially nonlinear models with distorted measurement errors
- Non-asymptotic approach to varying coefficient model
- Varying coefficient model for modeling diffusion tensors along white matter tracts
- Data-driven model checking for errors-in-variables varying-coefficient models with replicate measurements
- Semiparametric model for covariance regression analysis
- Varying coefficient functional autoregressive model with application to the U.S. treasuries
- Robust estimation for the varying coefficient partially nonlinear models
- Efficient estimation for varying-coefficient mixed effects models with functional response data
- Shrinkage estimation of the varying-coefficient model with continuous and categorical covariates
- Model identification and selection for single-index varying-coefficient models
- Time-varying auto-regressive models for count time-series
- New efficient spline estimation for varying-coefficient models with two-step knot number selection
- The de-biased group Lasso estimation for varying coefficient models
- Penalized kernel quantile regression for varying coefficient models
- \(L_1\)-estimation for covariate-adjusted regression
- Varying coefficient linear discriminant analysis for dynamic data
- Robust estimation for varying coefficient partially functional linear regression models based on exponential squared loss function
- Robust MAVE for single-index varying-coefficient models
- Concurrent object regression
- Identification and estimation in quantile varying-coefficient models with unknown link function
- Penalized quadratic inference function-based variable selection for generalized partially linear varying coefficient models with longitudinal data
- Analyzing right-censored and length-biased data with varying-coefficient transformation model
- Robust spline-based variable selection in varying coefficient model
- Penalized spline estimation in varying coefficient models with censored data
- Estimation of a rank-reduced functional-coefficient panel data model with serial correlation
- A unified view on Bayesian varying coefficient models
- A robust varying coefficient approach to fuzzy multiple regression model
- A new approach to varying-coefficient additive models with longitudinal covariates
- Fused comparative intervention scoring for heterogeneity of longitudinal intervention effects
- A simultaneous confidence corridor for varying coefficient regression with sparse functional data
- Varying-coefficient mean-covariance regression analysis for longitudinal data
- Adaptive estimation for varying coefficient models
- SCAD-penalized regression for varying-coefficient models with autoregressive errors
- Sparse high-dimensional varying coefficient model: nonasymptotic minimax study
- Varying-coefficient partially functional linear quantile regression models
- Finite mixture of varying coefficient model: estimation and component selection
- Variable selection in Cox regression models with varying coefficients
- Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework
- Semiparametric varying-coefficient study of mean residual life models
- Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity
- Local bilinear multiple-output quantile/depth regression
- Empirical likelihood-based inferences in varying coefficient models with missing data
- Wasserstein \(F\)-tests and confidence bands for the Fréchet regression of density response curves
- Varying random coefficient models
- A new variable selection approach for varying coefficient models
- Local linear smoothing for sparse high dimensional varying coefficient models
- Variable selection for semiparametric varying coefficient partially linear errors-in-variables (EV) model with missing response
- Exploiting the interpretability and forecasting ability of the RBF-AR model for nonlinear time series
- Composite quantile regression for varying-coefficient single-index models
- Local information theoretic methods for smooth coefficients dynamic panel data models
- Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors
- Sequential design for nonparametric inference
- Adaptive jump-preserving estimates in varying-coefficient models
- Sequential robust estimation for nonparametric autoregressive models
- Single-index coefficient models for nonlinear time series
- The latest progress in varying-coefficient models
- Support vector quantile regression with varying coefficients
- Robust estimation for varying index coefficient models
- Parameter estimation for a generalized semiparametric model with repeated measurements
- Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models
- SiZer inference for varying coefficient models
- Bayesian generalized varying coefficient models for longitudinal proportional data with errors-in-covariates
- A varying coefficients model for estimating finite population totals: a hierarchical Bayesian approach
- Efficient estimation of semiparametric varying-coefficient partially linear transformation model with current status data
- Modeling nonstationary and leptokurtic financial time series
- Partially linear varying coefficient models with missing at random responses
- Estimation and inference for varying coefficient partially nonlinear models
- On two-step estimation for varying coefficient models
- Partially linear varying coefficient models stratified by a functional covariate
- Efficient semiparametric estimation in time-varying regression models
- Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data
- Semivarying coefficient models for capture-recapture data: colony size estimation for the little penguin \(Eudyptula minor\)
- P-splines quantile regression estimation in varying coefficient models
- A quantile varying-coefficient regression approach to length-biased data modeling
- Nonlinear varying-coefficient models with applications to a photosynthesis study
- Landmark prediction of long-term survival incorporating short-term event time information
- On a Principal Varying Coefficient Model
- Semiparametric model building for regression models with time-varying parameters
- SiZer inference for generalized varying coefficient models
- Spatially varying coefficient model for neuroimaging data with jump discontinuities
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- scientific article; zbMATH DE number 7370577 (Why is no real title available?)
- scientific article; zbMATH DE number 7370582 (Why is no real title available?)
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