The following pages link to (Q4399904):
Displaying 50 items.
- Doubly robust difference-in-differences estimators (Q101594) (← links)
- The Bayesian analysis of complex, high-dimensional models: can it be CODA? (Q252815) (← links)
- Empirical likelihood inference for general transformation models with right censored data (Q260990) (← links)
- Worst possible sub-directions in high-dimensional models (Q268764) (← links)
- Discussion of ``Identification, estimation and approximation of risk under interventions that depend on the natural value of treatment using observational data'', by Jessica Young, Miguel Hernán, and James Robins (Q306795) (← links)
- Statistical significance in high-dimensional linear models (Q373525) (← links)
- Asymptotically efficient estimation under semi-parametric random censorship models (Q392043) (← links)
- Efficient Hellinger distance estimates for semiparametric models (Q413737) (← links)
- \(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing (Q442091) (← links)
- A Robbins-Monro procedure for estimation in semiparametric regression models (Q447819) (← links)
- The semiparametric Bernstein-von Mises theorem (Q450029) (← links)
- On efficient estimation of densities for sums of squared observations (Q452868) (← links)
- A Cramér-Rao inequality for non-differentiable models (Q456637) (← links)
- Critical dimension in profile semiparametric estimation (Q489169) (← links)
- Adaptive estimation of the threshold point in threshold regression (Q496148) (← links)
- A class of semiparametric transformation models for survival data with a cured proportion (Q509831) (← links)
- Higher order inference on a treatment effect under low regularity conditions (Q544637) (← links)
- The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models (Q605860) (← links)
- Efficiency of the maximum partial likelihood estimator for nested case control sampling (Q605876) (← links)
- Bootstrap consistency for general semiparametric \(M\)-estimation (Q605931) (← links)
- Information bounds and MCMC parameter estimation for the pile-up model (Q710745) (← links)
- Introduction to semiparametric methods (Q715771) (← links)
- Some developments in semiparametric statistics (Q715787) (← links)
- Density ratio model for multivariate outcomes (Q730445) (← links)
- Efficient estimation in dynamic conditional quantile models (Q736520) (← links)
- Weighted least squares estimators in possibly misspecified nonlinear regression (Q745319) (← links)
- Joint covariate-adjusted score test statistics for recurrent events and a terminal event (Q746075) (← links)
- Regression analysis of stochastic fatigue crack growth model in a martingale difference framework (Q777851) (← links)
- The main contributions of robust statistics to statistical science and a new challenge (Q824961) (← links)
- Efficient estimation in periodic INAR(\(p\)) model: nonparametric innovation distributions case (Q826991) (← links)
- Estimating linear functionals in nonlinear regression with responses missing at random (Q834338) (← links)
- Information bounds for inverse problems with application to deconvolution and Lévy models (Q902884) (← links)
- Higher order semiparametric frequentist inference with the profile sampler (Q939664) (← links)
- Trimming and likelihood: Robust location and dispersion estimation in the elliptical model (Q955142) (← links)
- Information bounds and efficient estimation in a class of censored transformation models (Q996750) (← links)
- A random linear functional approach to efficiency bounds (Q1343137) (← links)
- Semiparametric inference in a partial linear model (Q1355178) (← links)
- On average derivative quantile regression (Q1359420) (← links)
- Some properties and applications of the efficient Fisher score (Q1408729) (← links)
- Estimating linear functionals of the error distribution in nonparametric regression (Q1417795) (← links)
- Nonparametric estimators which can be ``plugged-in''. (Q1434003) (← links)
- Asymptotic theory for relative-risk models with missing time-dependent covariates (Q1617004) (← links)
- Efficiency for heteroscedastic regression with responses missing at random (Q1642744) (← links)
- Efficient and robust tests for semiparametric models (Q1656860) (← links)
- Joint regression analysis of mixed-type outcome data via efficient scores (Q1662937) (← links)
- High-dimensional simultaneous inference with the bootstrap (Q1694480) (← links)
- Concentration of measure for radial distributions and consequences for statistical modeling (Q1726789) (← links)
- Semiparametric efficient estimators in heteroscedastic error models (Q1733112) (← links)
- Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes (Q1769788) (← links)
- Smooth backfitting for errors-in-variables additive models (Q1800800) (← links)
