Pages that link to "Item:Q1883269"
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The following pages link to Nonparametric and semiparametric models. (Q1883269):
Displaying 50 items.
- Regularizing Double Machine Learning in Partially Linear Endogenous Models (Q115460) (← links)
- Clustering Data with Nonignorable Missingness using Semi-Parametric Mixture Models (Q118021) (← links)
- Density estimation with distribution element trees (Q144212) (← links)
- Direct importance estimation for covariate shift adaptation (Q144623) (← links)
- Nonparametric estimation of the first order Sobol indices with bootstrap bandwidth (Q145558) (← links)
- Kernel-based semiparametric multinomial logit modelling of political party preferences (Q257672) (← links)
- TENET: tail-event driven network risk (Q281059) (← links)
- Implied basket correlation dynamics (Q308412) (← links)
- Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data (Q311324) (← links)
- Estimation of the covariance matrix in multivariate partially linear models (Q391951) (← links)
- Lack-of-fit tests based on weighted ratio of residuals and variances (Q394405) (← links)
- Bootstrap confidence bands and partial linear quantile regression (Q413777) (← links)
- Statistical analysis of kernel-based least-squares density-ratio estimation (Q420923) (← links)
- A smoothing filter based on fuzzy transform (Q429373) (← links)
- Estimating the diffusion coefficient function for a diversified world stock index (Q434882) (← links)
- Bandwidth choice for robust nonparametric scale function estimation (Q434929) (← links)
- Semiparametric regression models with additive nonparametric components and high dimensional parametric components (Q435000) (← links)
- Two-stage method based on local polynomial fitting for a linear heteroscedastic regression model and its application in economics (Q444283) (← links)
- Oracally efficient estimation for single-index link function with simultaneous confidence band (Q491416) (← links)
- State price densities implied from weather derivatives (Q495457) (← links)
- Variable selection for generalized varying coefficient partially linear models with diverging number of parameters (Q511161) (← links)
- Reuse, recycle, reweigh: combating influenza through efficient sequential Bayesian computation for massive data (Q542932) (← links)
- Dimension reduced kernel estimation for distribution function with incomplete data (Q546090) (← links)
- Direct density-ratio estimation with dimensionality reduction via least-squares hetero-distributional subspace search (Q553261) (← links)
- Robust estimation for nonparametric generalized regression (Q645463) (← links)
- A nonparametric circular-linear multivariate regression model with a rule-of-thumb bandwidth selector (Q662221) (← links)
- Kernel-based regression of drift and diffusion coefficients of stochastic processes (Q665358) (← links)
- Estimating generalized semiparametric additive models using parameter cascading (Q693318) (← links)
- Goodness-of-fit tests in semi-linear models (Q693329) (← links)
- Semiparametric modeling: correcting low-dimensional model error in parametric models (Q729465) (← links)
- On regression model selection for the data with correlated errors (Q730754) (← links)
- Examining heterogeneity in implied equity risk premium using penalized splines (Q732231) (← links)
- A partitioned single functional index model (Q740069) (← links)
- Editorial to the special issue on applicable semiparametrics of computational statistics (Q740077) (← links)
- Functional coefficient seasonal time series models with an application of Hawaii tourism data (Q740081) (← links)
- Modelling bilateral intra-industry trade indexes with panel data: a semiparametric approach (Q740095) (← links)
- Optimal learning for sequential sampling with non-parametric beliefs (Q742143) (← links)
- Machine learning with squared-loss mutual information (Q742658) (← links)
- Difference based ridge and Liu type estimators in semiparametric regression models (Q764485) (← links)
- On data-driven choice of \(\lambda\) in nonparametric Gaussian regression via propagation-separation approach (Q829716) (← links)
- Dimension-reduced semiparametric estimation of distribution functions and quantiles with nonignorable nonresponse (Q830448) (← links)
- Robust estimation for semi-functional linear regression models (Q830543) (← links)
- Nonparametric models and their estimation (Q862786) (← links)
- Improved mean shift segmentation approach for natural images (Q872342) (← links)
- A note on Bayes factor consistency in partial linear models (Q899549) (← links)
- A nonparametric model for spot price dynamics and pricing of futures contracts in electricity markets (Q905391) (← links)
- Nonparametric estimation of conditional medians for linear and related processes (Q907056) (← links)
- Robust nonparametric estimation with missing data (Q958814) (← links)
- A new approach to bootstrap inference in functional coefficient models (Q961409) (← links)
- A semi-parametric approach to dual modeling when no replication exists (Q984645) (← links)
