DOI10.4310/SII.2008.v1.n1.a15zbMath1230.62031OpenAlexW2000303778WikidataQ43248883 ScholiaQ43248883MaRDI QIDQ660045
Wenyang Zhang, Jianqing Fan
Publication date: 25 January 2012
Published in: Statistics and Its Interface (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4310/sii.2008.v1.n1.a15
AdaBoost Semiparametric Model Averaging Prediction for Multiple Categories,
Varying Coefficient Models Revisited: An Econometric View,
Spatiotemporal Autoregressive Partially Linear Varying Coefficient Models,
Robust estimation and outlier detection for varying-coefficient models via penalized regression,
MODELING NONSTATIONARY AND LEPTOKURTIC FINANCIAL TIME SERIES,
Two-stage local rank estimation for generalised partially linear varying-coefficient models,
Partial correlation screening for varying coefficient models,
Generalized Spatially Varying Coefficient Models,
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A Tree-Based Semi-Varying Coefficient Model for the COM-Poisson Distribution,
Variance estimation for sparse ultra-high dimensional varying coefficient models,
Extreme value inference for quantile regression with varying coefficients,
Rank-based estimation in varying coefficient partially functional linear regression models,
Variable selection for longitudinal varying coefficient errors-in-variables models,
Efficient semiparametric estimation in time-varying regression models,
Time-varying coefficient model estimation through radial basis functions,
Efficient estimation in varying coefficient regression models,
Varying Coefficient Regression Models: A Review and New Developments,
A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series,
Unified variable selection for varying coefficient models with longitudinal data,
Empirical Likelihood Ratio Tests for Varying Coefficient Geo Models,
Fast robust feature screening for ultrahigh-dimensional varying coefficient models,
Bayesian modelling of time-varying conditional heteroscedasticity,
Quantile varying-coefficient structural equation model,
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Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients,
Functional clustering methods for binary longitudinal data with temporal heterogeneity,
A spatial‐dependent model for climate emulation,
Robust variable selection for the varying index coefficient models,
Unnamed Item,
Robust variable selection for the varying coefficient model based on compositeL1–L2regression,
An alternative circular smoothing method to nonparametric estimation of periodic functions,
Empirical likelihood inferences for varying coefficient partially nonlinear models,
A varying coefficient approach to estimating hedonic housing price functions and their quantiles,
Dynamic modelling and coherent forecasting of mortality rates: a time-varying coefficient spatial-temporal autoregressive approach,
Forecasting credit ratings with the varying-coefficient model,
Landmark Prediction of Long-Term Survival Incorporating Short-Term Event Time Information,
On a Principal Varying Coefficient Model,
Predicting issuer credit ratings using generalized estimating equations,
Generalized varying index coefficient models,
Principal varying coefficient estimator for high-dimensional models,
SiZer inference for generalized varying coefficient models,
Sequential model selection method for nonparametric autoregression,
Spatially Varying Coefficient Model for Neuroimaging Data With Jump Discontinuities,
Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models,
Efficient estimation of semiparametric varying-coefficient partially linear transformation model with current status data,
Regression analysis of mixed sparse synchronous and asynchronous longitudinal covariates with varying-coefficient models,
Adjusting for baseline information in comparing the efficacy of treatments using bivariate varying-coefficient models,
FSEM: Functional Structural Equation Models for Twin Functional Data,
Parametrically guided estimation in nonparametric varying coefficient models with quasi-likelihood,
Semiparametric transition models,
Structural identification and variable selection in high-dimensional varying-coefficient models,
Nonparametric homogeneity pursuit in functional-coefficient models,
A new variable selection approach for varying coefficient models,
Local linear smoothing for sparse high dimensional varying coefficient models,
Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models,
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models,
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,
Hypothesis testing of varying coefficients for regional quantiles,
Varying-coefficient models for dynamic networks,
Adaptive jump-preserving estimates in varying-coefficient models,
SiZer Inference for 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,
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,
Consistent model check of errors-in-variables varying-coefficient model with auxiliary variable,
Asymptotic theory for varying coefficient regression models with dependent data,
Concurrent object regression,
Varying-coefficient partially functional linear quantile regression models,
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,
Wasserstein \(F\)-tests and confidence bands for the Fréchet regression of density response curves,
Semiparametric quantile estimation for varying coefficient partially linear measurement errors models,
Identification and estimation in quantile varying-coefficient models with unknown link function,
Partially linear varying coefficient models with missing at random responses,
Estimation and variable selection for quantile partially linear single-index models,
Estimation and inference for varying coefficient partially nonlinear models,
On two-step estimation for varying coefficient models,
Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression,
Finite mixture of varying coefficient model: estimation and component selection,
Varying coefficient support vector machines,
Comments on: A general science-based framework for dynamical spatio-temporal models,
Dynamic relations for sparsely sampled Gaussian processes,
Recent history functional linear models for sparse longitudinal data,
Sequential robust estimation for nonparametric autoregressive models,
Shape testing in varying coefficient models,
Varying-coefficient models for geospatial transfer learning,
Non-asymptotic approach to varying coefficient model,
Varying coefficient model for modeling diffusion tensors along white matter tracts,
Variable selection in Cox regression models with varying coefficients,
Dynamic survival models with varying coefficients for credit risks.,
Partially linear varying coefficient models stratified by a functional covariate,
Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework,
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,
Estimation for varying coefficient partially nonlinear models with distorted measurement errors,
Penalized quadratic inference function-based variable selection for generalized partially linear varying coefficient models with longitudinal data,
Semiparametric varying-coefficient study of mean residual life models,
A quantile varying-coefficient regression approach to length-biased data modeling,
Nonlinear varying-coefficient models with applications to a photosynthesis study,
Semiparametric model building for regression models with time-varying parameters,
Statistical inference for a varying-coefficient partially nonlinear model with measurement errors,
Single-index coefficient models for nonlinear time series,
Local estimation for longitudinal semiparametric varying-coefficient partially linear model,
Analyzing right-censored and length-biased data with varying-coefficient transformation model,
Robust spline-based variable selection in varying coefficient model,
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,
Penalized spline estimation in varying coefficient models with censored data,
Estimation of a rank-reduced functional-coefficient panel data model with serial correlation,
Tree-structured modelling of varying coefficients,
Non-stationary structural model with time-varying demand elasticities,
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,
Efficient estimation for varying-coefficient mixed effects models with functional response data,
Shrinkage estimation of the varying-coefficient model with continuous and categorical covariates,
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,
Model identification and selection for single-index varying-coefficient models,
Modeling heterogeneity: a praise for varying-coefficient models in causal analysis,
Time-varying auto-regressive models for count time-series,
New efficient spline estimation for varying-coefficient models with two-step knot number selection,
Multivariate varying coefficient model for functional responses,
The de-biased group Lasso estimation for varying coefficient models,
A robust varying coefficient approach to fuzzy multiple regression model,
Varying coefficients partially linear models with randomly censored data,
Quantile regression for dynamic partially linear varying coefficient time series models,
Composite quantile regression for varying-coefficient single-index models,
Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models,
A new approach to varying-coefficient additive models with longitudinal covariates,
Penalized kernel quantile regression for varying coefficient models,
Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors,
\(L_1\)-estimation for covariate-adjusted regression,
Fused comparative intervention scoring for heterogeneity of longitudinal intervention effects,
Varying coefficient linear discriminant analysis for dynamic data,
Empirical likelihood for semiparametric varying coefficient partially linear models with longitudinal data,
Sequential design for nonparametric inference,
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,
Robust estimation for varying coefficient partially functional linear regression models based on exponential squared loss function,
Robust MAVE for single-index varying-coefficient models,
Sparse high-dimensional varying coefficient model: nonasymptotic minimax study