The following pages link to (Q4277836):
Displaying 50 items.
- Reweighting approximate GM estimators: Asymptotics and residual-based graphics (Q1361648) (← links)
- Efficient estimates in linear and nonlinear regression with heteroscedastic errors (Q1361764) (← links)
- A cross-validation bandwidth choice for kernel density estimates with selection biased data (Q1364666) (← links)
- Semiparametric likelihood ratio inference (Q1372844) (← links)
- Efficient estimation in semiparametric GARCH models (Q1372928) (← links)
- Efficient estimation in conditional single-index regression (Q1403413) (← links)
- Testing for superiority among two regression curves (Q1410575) (← links)
- Semiparametric-efficient estimation of AR(1) panel data models. (Q1414626) (← links)
- Goodness-of-fit tests for semiparametric biased sampling models (Q1416471) (← links)
- A nonparametric Cramér-Rao inequality for estimators of statistical functionals. (Q1423107) (← links)
- On adaptive estimation in nonstationary ARMA models with GARCH errors (Q1429320) (← links)
- Efficient detection of random coefficients in autoregressive models (Q1429321) (← links)
- Efficient and adaptive nonparametric test for the two-sample problem (Q1430923) (← links)
- Large sample theory for semiparametric regression models with two-phase, outcome dependent sampling. (Q1434007) (← links)
- Neural networks and statistical inference: seeking robust and efficient learning (Q1566656) (← links)
- Some comments on Wicksell's problem (Q1567509) (← links)
- The incidental parameter problem since 1948 (Q1574223) (← links)
- On the minimum of the Fisher information about the scale parameter and the singular Sturme-Liouville problem (Q1578216) (← links)
- Efficient estimation of the partly linear additive Cox model (Q1578276) (← links)
- A new MM algorithm for constrained estimation in the proportional hazards model (Q1623814) (← links)
- Robust and efficient estimation for the treatment effect in causal inference and missing data problems (Q1644251) (← links)
- Efficient estimation and computation for the generalised additive models with unknown link function (Q1652955) (← links)
- Time-dynamic varying coefficient models for longitudinal data (Q1662818) (← links)
- Quantile regression methods with varying-coefficient models for censored data (Q1663290) (← links)
- Efficient estimation of quasi-likelihood models using \(B\)-splines (Q1680801) (← links)
- A tutorial on Fisher information (Q1680996) (← links)
- Efficient estimation for marginal generalized partially linear single-index models with longitudinal data (Q1694015) (← links)
- Minimax optimal estimation in partially linear additive models under high dimension (Q1740526) (← links)
- Efficient semiparametric estimation and model selection for multidimensional mixtures (Q1746537) (← links)
- Conditional kernel density estimation for some incomplete data models (Q1753141) (← links)
- Semiparametric efficient adaptive estimation of the GJR-GARCH model (Q1756033) (← links)
- Efficient semiparametric estimators via modified profile likelihood (Q1765673) (← links)
- Sieve empirical likelihood ratio tests for nonparametric functions (Q1766120) (← links)
- Efficient estimation of a semiparametric partially linear varying coefficient model (Q1781161) (← links)
- Efficient estimation of Banach parameters in semiparametric models (Q1781163) (← links)
- Cramér-Rao revisited (Q1781187) (← links)
- A generalized partially linear framework for variance functions (Q1786908) (← links)
- On negative outcome control of unobserved confounding as a generalization of difference-in-differences (Q1790349) (← links)
- Semiparametric efficiency bounds for high-dimensional models (Q1800804) (← links)
- Asymptotic theory for the correlated gamma-frailty model (Q1807069) (← links)
- On a semiparametric survival model with flexible covariate effect (Q1807075) (← links)
- Efficient estimation from right-censored data when failure indicators are missing at random (Q1807076) (← links)
- Linear regression with interval censored data (Q1807121) (← links)
- Smooth goodness-of-fit tests for composite hypothesis in hazard based models (Q1807144) (← links)
- Testing uniformity versus a monotone density (Q1807166) (← links)
- How informative is the initial condition in the dynamic panel model with fixed effects? (Q1808549) (← links)
- Efficiency comparisons of maximum-likelihood-based estimators in GARCH models (Q1808557) (← links)
- Asymptotically uniformly most powerful tests in parametric and semiparametric models (Q1816577) (← links)
- Efficient maximum likelihood estimation in semiparametric mixture models (Q1816578) (← links)
- Asymptotic efficiency of estimates for models with incidental nuisance parameters (Q1816579) (← links)
