Pages that link to "Item:Q1570293"

The following pages link to On parameters of increasing dimensions (Q1570293):

Displaying 50 items.

• Tobit regression model with parameters of increasing dimensions (Q342736) (← links)
• M-estimation for the partially linear regression model under monotonic constraints (Q385097) (← links)
• A sieve M-theorem for bundled parameters in semiparametric models, with application to the efficient estimation in a linear model for censored data (Q449981) (← links)
• Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters (Q452889) (← links)
• Asymptotics for panel quantile regression models with individual effects (Q528023) (← links)
• Hypothesis testing in linear regression when \(k/n\) is large (Q738075) (← links)
• Estimation in functional linear quantile regression (Q741818) (← links)
• M-estimation in high-dimensional linear model (Q824747) (← links)
• Deep distribution regression (Q830104) (← links)
• Hypothesis testing of varying coefficients for regional quantiles (Q830106) (← links)
• Communication-efficient distributed estimator for generalized linear models with a diverging number of covariates (Q830480) (← links)
• Partially linear censored quantile regression (Q841077) (← links)
• Least squares approximation with a diverging number of parameters (Q844883) (← links)
• Conditional growth charts. (With discussion and rejoinder) (Q869963) (← links)
• Globally adaptive quantile regression with ultra-high dimensional data (Q888510) (← links)
• Sieve instrumental variable quantile regression estimation of functional coefficient models (Q898598) (← links)
• Bootstrap consistency for quadratic forms of sample averages with increasing dimension (Q906304) (← links)
• Quantile regression in partially linear varying coefficient models (Q1043714) (← links)
• Self-normalized Cramér-type large deviations for independent random variables. (Q1433897) (← links)
• High dimensional censored quantile regression (Q1747740) (← links)
• Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with diverging number of covariates (Q1757687) (← links)
• A new perspective on robust \(M\)-estimation: finite sample theory and applications to dependence-adjusted multiple testing (Q1800789) (← links)
• Asymptotic properties on high-dimensional multivariate regression M-estimation (Q2022560) (← links)
• The \(k\)th power expectile regression (Q2046477) (← links)
• Distributed adaptive Huber regression (Q2076119) (← links)
• High-dimensional robust approximated \(M\)-estimators for mean regression with asymmetric data (Q2079618) (← links)
• Quantile regression feature selection and estimation with grouped variables using Huber approximation (Q2080351) (← links)
• Testing linearity in partial functional linear quantile regression model based on regression rank scores (Q2131980) (← links)
• The asymptotic distribution of the MLE in high-dimensional logistic models: arbitrary covariance (Q2137045) (← links)
• Adaptive Huber regression on Markov-dependent data (Q2145801) (← links)
• Robust post-selection inference of high-dimensional mean regression with heavy-tailed asymmetric or heteroskedastic errors (Q2172011) (← links)
• Estimation of a multiplicative correlation structure in the large dimensional case (Q2190234) (← links)
• Uniform nonparametric inference for time series (Q2227073) (← links)
• The likelihood ratio test in high-dimensional logistic regression is asymptotically a rescaled Chi-square (Q2273603) (← links)
• Quantile regression under memory constraint (Q2284373) (← links)
• On rank estimators in increasing dimensions (Q2294449) (← links)
• Measurement errors in quantile regression models (Q2294517) (← links)
• Weighted quantile regression in varying-coefficient model with longitudinal data (Q2305311) (← links)
• Conditional quantile processes based on series or many regressors (Q2330744) (← links)
• On the predictive risk in misspecified quantile regression (Q2330755) (← links)
• On the computational complexity of MCMC-based estimators in large samples (Q2388988) (← links)
• Composite change point estimation for bent line quantile regression (Q2397049) (← links)
• \(\ell_1\)-penalized quantile regression in high-dimensional sparse models (Q2429925) (← links)
• GEE analysis of clustered binary data with diverging number of covariates (Q2429935) (← links)
• Gaussian approximations and multiplier bootstrap for maxima of sums of high-dimensional random vectors (Q2443203) (← links)
• Parameter estimation of partial linear model under monotonicity constraints with censored data (Q2515856) (← links)
• The growth rate of significant regressors for high dimensional data (Q2637360) (← links)
• Smoothed quantile regression with large-scale inference (Q2682954) (← links)
• Quadratic Approximation via the SCAD Penalty with a Diverging Number of Parameters (Q2809575) (← links)
• Estimation for the Power-transformed Varying-coefficient Quantile Regression Model (Q2859304) (← links)