Pages that link to "Item:Q660045"
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The following pages link to Statistical methods with varying coefficient models (Q660045):
Displayed 50 items.
- A new variable selection approach for varying coefficient models (Q267654) (← links)
- Local linear smoothing for sparse high dimensional varying coefficient models (Q276223) (← links)
- Adaptive jump-preserving estimates in varying-coefficient models (Q290702) (← links)
- Partially linear varying coefficient models with missing at random responses (Q379987) (← links)
- Estimation and inference for varying coefficient partially nonlinear models (Q394115) (← links)
- On two-step estimation for varying coefficient models (Q395924) (← links)
- Partially linear varying coefficient models stratified by a functional covariate (Q451162) (← links)
- Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data (Q458634) (← links)
- Semivarying coefficient models for capture-recapture data: colony size estimation for the little penguin \(Eudyptula minor\) (Q459367) (← links)
- P-splines quantile regression estimation in varying coefficient models (Q464449) (← links)
- A quantile varying-coefficient regression approach to length-biased data modeling (Q485909) (← links)
- Nonlinear varying-coefficient models with applications to a photosynthesis study (Q486155) (← links)
- Semiparametric model building for regression models with time-varying parameters (Q494386) (← links)
- Comments on: A general science-based framework for dynamical spatio-temporal models (Q619128) (← links)
- Dynamic relations for sparsely sampled Gaussian processes (Q619159) (← links)
- Recent history functional linear models for sparse longitudinal data (Q622454) (← links)
- Modeling heterogeneity: a praise for varying-coefficient models in causal analysis (Q740080) (← links)
- Multivariate varying coefficient model for functional responses (Q741801) (← links)
- Varying coefficients partially linear models with randomly censored data (Q744002) (← links)
- Quantile regression for dynamic partially linear varying coefficient time series models (Q746867) (← links)
- Non-stationary structural model with time-varying demand elasticities (Q993828) (← links)
- Empirical likelihood for semiparametric varying coefficient partially linear models with longitudinal data (Q1049192) (← links)
- Non-asymptotic approach to varying coefficient model (Q1951122) (← links)
- Varying coefficient model for modeling diffusion tensors along white matter tracts (Q1951522) (← links)
- Analyzing right-censored and length-biased data with varying-coefficient transformation model (Q2252885) (← links)
- Robust spline-based variable selection in varying coefficient model (Q2256603) (← links)
- A simultaneous confidence corridor for varying coefficient regression with sparse functional data (Q2342871) (← links)
- Varying-coefficient mean-covariance regression analysis for longitudinal data (Q2344387) (← links)
- Adaptive estimation for varying coefficient models (Q2348441) (← links)
- SCAD-penalized regression for varying-coefficient models with autoregressive errors (Q2348446) (← links)
- Sparse high-dimensional varying coefficient model: nonasymptotic minimax study (Q2352741) (← links)
- Variable selection in Cox regression models with varying coefficients (Q2437864) (← links)
- Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework (Q2444662) (← links)
- Semiparametric varying-coefficient study of mean residual life models (Q2451633) (← links)
- Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity (Q2513792) (← links)
- Local bilinear multiple-output quantile/depth regression (Q2515505) (← links)
- Empirical likelihood-based inferences in varying coefficient models with missing data (Q2516073) (← links)
- Variable Selection for Semiparametric Varying Coefficient Partially Linear Errors-in-Variables (EV) Model with Missing Response (Q2797832) (← links)
- Exploiting the interpretability and forecasting ability of the RBF-AR model for nonlinear time series (Q2798518) (← links)
- Composite quantile regression for varying-coefficient single-index models (Q2815983) (← links)
- Local Information Theoretic Methods for smooth Coefficients Dynamic Panel Data Models (Q2817315) (← links)
- Sequential design for nonparametric inference (Q2856546) (← links)
- Single-index coefficient models for nonlinear time series (Q3021174) (← links)
- Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models (Q3161675) (← links)
- SiZer Inference for Varying Coefficient Models (Q3168337) (← links)
- MODELING NONSTATIONARY AND LEPTOKURTIC FINANCIAL TIME SERIES (Q3450343) (← links)
- Landmark Prediction of Long-Term Survival Incorporating Short-Term Event Time Information (Q4904726) (← links)
- On a Principal Varying Coefficient Model (Q4916942) (← links)
- Parametrically guided estimation in nonparametric varying coefficient models with quasi-likelihood (Q5256286) (← links)
- Forecasting credit ratings with the varying-coefficient model (Q5400665) (← links)