Pages that link to "Item:Q955140"

The following pages link to Profile-kernel likelihood inference with diverging number of parameters (Q955140):

Displaying 50 items.

• Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors (Q272074) (← links)
• Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components (Q378915) (← links)
• Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty (Q379954) (← links)
• Quadratic approximation for nonconvex penalized estimations with a diverging number of parameters (Q452889) (← links)
• Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function (Q484854) (← links)
• A flexible semiparametric forecasting model for time series (Q494408) (← links)
• Effective identification and estimation for the semiparametric measurement error model (Q508097) (← links)
• Variable selection for generalized varying coefficient partially linear models with diverging number of parameters (Q511161) (← links)
• Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models (Q512003) (← links)
• Variable selection in measurement error models (Q605044) (← links)
• A profile-type smoothed score function for a varying coefficient partially linear model (Q618161) (← links)
• Penalized least-squares estimation for regression coefficients in high-dimensional partially linear models (Q645606) (← links)
• Asymptotic efficiency of ridge estimator in linear and semiparametric linear models (Q654469) (← links)
• Semi-parametric inference for semi-varying coefficient panel data model with individual effects (Q730446) (← links)
• Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models (Q746868) (← links)
• Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters (Q764476) (← links)
• A semiparametric model for cluster data (Q834344) (← links)
• Estimation and inference in generalized additive coefficient models for nonlinear interactions with high-dimensional covariates (Q888506) (← links)
• Shrinkage estimation of dynamic panel data models with interactive fixed effects (Q894645) (← links)
• Shrinkage estimation of common breaks in panel data models via adaptive group fused Lasso (Q898588) (← links)
• Profile-kernel likelihood inference with diverging number of parameters (Q955140) (← links)
• Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random (Q1662031) (← links)
• On the oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters (Q1679561) (← links)
• Exponentially tilted likelihood inference on growing dimensional unconditional moment models (Q1680189) (← links)
• Identifying latent grouped patterns in panel data models with interactive fixed effects (Q1792463) (← links)
• A difference based approach to the semiparametric partial linear model (Q1952202) (← links)
• Semi-parametric small area inference in generalized semi-varying coefficient mixed effects models (Q2010782) (← links)
• Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components (Q2131898) (← links)
• Identifying latent group structures in nonlinear panels (Q2224976) (← links)
• Distributed one-step upgraded estimation for non-uniformly and non-randomly distributed data (Q2242042) (← links)
• Profile statistical inference for partially linear additive models with a diverging number of parameters (Q2287379) (← links)
• GMM and misspecification correction for misspecified models with diverging number of parameters (Q2300520) (← links)
• Jackknife model averaging for quantile regressions (Q2354857) (← links)
• On the adaptive elastic net with a diverging number of parameters (Q2388979) (← links)
• Functional coefficient autoregressive conditional root model (Q2391922) (← links)
• Penalized empirical likelihood for semiparametric models with a diverging number of parameters (Q2409625) (← links)
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models (Q2429932) (← links)
• GEE analysis of clustered binary data with diverging number of covariates (Q2429935) (← links)
• Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression (Q2434140) (← links)
• Using thresholding difference-based estimators for variable selection in partial linear models (Q2439628) (← links)
• Robust variable selection for nonlinear models with diverging number of parameters (Q2454000) (← links)
• High-dimensional VARs with common factors (Q2688656) (← links)
• Semiparametric quasi-likelihood estimation with missing data (Q2807771) (← links)
• Profile Likelihood Inferences on the Partially Linear Model with a Diverging Number of Parameters (Q2815338) (← links)
• Component Selection in the Additive Regression Model (Q2852624) (← links)
• Two Adjusted Empirical-Likelihood-Based Methods in Generalized Varying-Coefficient Partially Linear Model (Q2876141) (← links)
• Partially functional linear varying coefficient model (Q2953560) (← links)
• SHRINKAGE ESTIMATION OF REGRESSION MODELS WITH MULTIPLE STRUCTURAL CHANGES (Q2981821) (← links)
• Combined-penalized likelihood estimations with a diverging number of parameters (Q3179246) (← links)
• Empirical likelihood for high-dimensional partially functional linear model (Q3387068) (← links)