The following pages link to Single-index model selections (Q2775615):
Displaying 32 items.
- Markov-switching model selection using Kullback-Leibler divergence (Q278195) (← links)
- Non-convex penalized estimation in high-dimensional models with single-index structure (Q432323) (← links)
- Weighted estimation of single index models with right censored responses (Q547388) (← links)
- Penalized least squares for single index models (Q622428) (← links)
- Stable direction recovery in single-index models with a diverging number of predictors (Q625784) (← links)
- Nonparametric estimation of the link function including variable selection (Q746233) (← links)
- Bias-corrected GEE estimation and smooth-threshold GEE variable selection for single-index models with clustered data (Q764510) (← links)
- Robust direction identification and variable selection in high dimensional general single-index models (Q892888) (← links)
- Dimension reduction based on constrained canonical correlation and variable filtering (Q939658) (← links)
- Constrained regression model selection (Q951053) (← links)
- Isotonic single-index model for high-dimensional database marketing (Q957060) (← links)
- Bayesian estimation and variable selection for single index models (Q961687) (← links)
- Estimation of single index model with missing response at random (Q963854) (← links)
- Adaptive confidence region for the direction in semiparametric regressions (Q968488) (← links)
- Bayesian analysis of generalized partially linear single-index models (Q1615153) (← links)
- Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model (Q1615234) (← links)
- Transformation-based estimation (Q1623639) (← links)
- A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates (Q1950897) (← links)
- Corrected Mallows criterion for model averaging (Q2291344) (← links)
- Analysis of panel data partially linear single-index models with serially correlated errors (Q2292009) (← links)
- Variable selection for single-index varying-coefficients models with applications to synergistic \(\mathrm{G} \times \mathrm{E}\) interactions (Q2689605) (← links)
- Selection Strategy for Covariance Structure of Random Effects in Linear Mixed-effects Models (Q2791840) (← links)
- Iterative Bias Correction of the Cross-Validation Criterion (Q2911707) (← links)
- On Distribution-Weighted Partial Least Squares with Diverging Number of Highly Correlated Predictors (Q2920280) (← links)
- Multivariate partially linear single-index models: Bayesian analysis (Q2934402) (← links)
- Smoothing parameter selection in quasi-likelihood models (Q3423585) (← links)
- Residual information criterion for single-index model selections (Q4819559) (← links)
- Estimation and testing for panel data partially linear single-index models with errors correlated in space and time (Q5107061) (← links)
- Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior (Q5107523) (← links)
- Quantile regression and variable selection for the single-index model (Q5128663) (← links)
- Generalized additive models with unknown link function including variable selection (Q5138222) (← links)
- Variable selection for single-index models based on martingale difference divergence (Q6548538) (← links)
