The following pages link to (Q3668662):
Displaying 38 items.
- Projection pursuit multi-index (PPMI) models (Q277285) (← links)
- Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood (Q282446) (← links)
- Parameter estimation for a generalized semiparametric model with repeated measurements (Q312586) (← links)
- A note on least squares sensitivity in single-index model estimation and the benefits of response transformations (Q358890) (← links)
- Consistent estimation of limited dependent variable models despite misspecification of distribution (Q580866) (← links)
- An OLS-based predictor test for a single-index model for predicting transcription rate from histone acetylation level (Q734691) (← links)
- Cluster-based estimation for sufficient dimension reduction (Q956999) (← links)
- Isotonic single-index model for high-dimensional database marketing (Q957060) (← links)
- On an asymptotically more efficient estimation of the single-index model (Q979243) (← links)
- Trimming influential observations for improved single-index model estimated sufficient summary plots (Q1023907) (← links)
- Specifying and testing econometric models for rank-ordered data (Q1104018) (← links)
- Distribution-free and link-free estimation for the sample selection model (Q1110950) (← links)
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models (Q1260683) (← links)
- A note on the robust interpretation of regression coefficients (Q1305250) (← links)
- Nonlinear confounding in high-dimensional regression (Q1359415) (← links)
- Curve estimation when the design density is low (Q1359422) (← links)
- Slice inverse regression with score functions (Q1753150) (← links)
- An application of weighted bootstrap method in semi-parametric model (Q1810457) (← links)
- Robust inference for univariate proportional hazards frailty regression models (Q1879961) (← links)
- A note on sensitivity of principal component subspaces and the efficient detection of influential observations in high dimensions (Q1951757) (← links)
- Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals (Q2062391) (← links)
- Testing for spherical and elliptical symmetry (Q2201558) (← links)
- Estimating covariance and precision matrices along subspaces (Q2219236) (← links)
- Central quantile subspace (Q2302519) (← links)
- Modeling binary time series using Gaussian processes with application to predicting sleep states (Q2317187) (← links)
- Cluster-based least absolute deviation regression for dimension reduction (Q2323157) (← links)
- Least squares estimation in the monotone single index model (Q2325372) (← links)
- Projections of a general binary model on a logistic regression (Q2412697) (← links)
- Cluster-based sliced inverse regression (Q2511340) (← links)
- Thinking outside the box: Statistical inference based on Kullback-Leibler empirical projections (Q2643029) (← links)
- Generic error bounds for the generalized Lasso with sub-exponential data (Q2675193) (← links)
- Double-estimation-friendly inference for high-dimensional misspecified models (Q2684689) (← links)
- A MODIFIED AVERAGE DERIVATIVES ESTIMATOR (Q4406239) (← links)
- (Q4633014) (← links)
- On Sensitivity of Inverse Response Plot Estimation and the Benefits of a Robust Estimation Approach (Q4923051) (← links)
- Ising model selection using ℓ <sub>1</sub>-regularized linear regression: a statistical mechanics analysis* (Q5055417) (← links)
- (Q5149040) (← links)
- A unified approach to uniform signal recovery from nonlinear observations (Q6101267) (← links)
