Pages that link to "Item:Q2366732"

The following pages link to Optimal smoothing in single-index models (Q2366732):

Displaying 50 items.

• A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density (Q1623642) (← links)
• Robust estimation for survival partially linear single-index models (Q1623704) (← links)
• On dimension reduction models for functional data (Q1642412) (← links)
• Efficiency for heteroscedastic regression with responses missing at random (Q1642744) (← links)
• A lack-of-fit test for generalized linear models via single-index techniques (Q1643005) (← links)
• Asymptotic distribution-free tests for semiparametric regressions with dependent data (Q1650074) (← links)
• Re-evaluating the effectiveness of inflation targeting (Q1657307) (← links)
• Estimation and testing for time-varying quantile single-index models with longitudinal data (Q1662061) (← links)
• Estimation and inference on central mean subspace for multivariate response data (Q1663147) (← links)
• Forecasting in nonlinear univariate time series using penalized splines (Q1685198) (← links)
• B spline variable selection for the single index models (Q1685210) (← links)
• Efficient estimation for marginal generalized partially linear single-index models with longitudinal data (Q1694015) (← links)
• Exploring the constant coefficient of a single-index variation (Q1729802) (← links)
• Single-index copulas (Q1742729) (← links)
• Versatile estimation in censored single-index hazards regression (Q1753970) (← links)
• Optimal estimation of slope vector in high-dimensional linear transformation models (Q1755121) (← links)
• A constructive hypothesis test for the single-index models with two groups (Q1786905) (← links)
• General rank-based estimation for regression single index models (Q1786907) (← links)
• Quasi-likelihood estimation of the single index conditional variance model (Q1796931) (← links)
• Two step composite quantile regression for single-index models (Q1800087) (← links)
• Testing for the parametric parts in a single-index varying-coefficient model (Q1934455) (← links)
• Partial linear single index models with distortion measurement errors (Q1934488) (← links)
• A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates (Q1950897) (← links)
• Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data (Q1952046) (← links)
• A general theory for nonlinear sufficient dimension reduction: formulation and estimation (Q1952450) (← links)
• The recovery of ridge functions on the hypercube suffers from the curse of dimensionality (Q1996887) (← links)
• On bootstrap consistency of MAVE for single index models (Q2007996) (← links)
• Local Walsh-average-based estimation and variable selection for single-index models (Q2010424) (← links)
• On testing common indices for two multi-index models: a link-free approach (Q2018597) (← links)
• A distribution-based Lasso for a general single-index model (Q2018911) (← links)
• Empirical likelihood for partially linear single-index models under negatively associated errors (Q2034512) (← links)
• A selective overview of deep learning (Q2038303) (← links)
• High-dimensional index volatility models via Stein's identity (Q2040038) (← links)
• The Jensen effect and functional single index models: estimating the ecological implications of nonlinear reaction norms (Q2044256) (← links)
• On the rate of convergence of fully connected deep neural network regression estimates (Q2054491) (← links)
• Estimation of partially linear single-index spatial autoregressive model (Q2066506) (← links)
• Sample selection models with monotone control functions (Q2074593) (← links)
• Estimation for partially varying-coefficient single-index models with distorted measurement errors (Q2075029) (← links)
• Assessing treatment effect through compliance score in randomized trials with noncompliance (Q2080744) (← links)
• Generalized single index models and Jensen effects on reproduction and survival (Q2084439) (← links)
• Single-index quantile regression with left truncated data (Q2109301) (← links)
• Robust MAVE for single-index varying-coefficient models (Q2111967) (← links)
• Model averaging estimation for varying-coefficient single-index models (Q2121204) (← links)
• Empirical likelihood and variable selection for partially linear single-index EV models with missing censoring indicators (Q2131976) (← links)
• Deep learning for the partially linear Cox model (Q2148978) (← links)
• Convergence guarantee for the sparse monotone single index model (Q2168091) (← links)
• Predictive functional linear models with diverging number of semiparametric single-index interactions (Q2171997) (← links)
• Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter (Q2183770) (← links)
• Robust check loss-based variable selection of high-dimensional single-index varying-coefficient model (Q2198824) (← links)
• Single-index composite quantile regression for massive data (Q2201561) (← links)