Pages that link to "Item:Q2429932"

The following pages link to New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models (Q2429932):

Displaying 50 items.

• Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression (Q1685286) (← links)
• A new orthogonality-based estimation for varying-coefficient partially linear models (Q1726157) (← links)
• Semi-functional partial linear quantile regression (Q1726713) (← links)
• Statistical inference on partial linear additive models with distortion measurement errors (Q1731408) (← links)
• Variable selection for spatial semivarying coefficient models (Q1744709) (← links)
• Quantile regression for robust inference on varying coefficient partially nonlinear models (Q1747095) (← links)
• Two step composite quantile regression for single-index models (Q1800087) (← links)
• Estimation of general semi-parametric quantile regression (Q1937201) (← links)
• Variable selection of varying coefficient models in quantile regression (Q1950855) (← links)
• Non-asymptotic approach to varying coefficient model (Q1951122) (← links)
• Variable selection for varying coefficient models via kernel based regularized rank regression (Q1987596) (← links)
• Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models (Q1989897) (← links)
• Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates (Q1995860) (← links)
• Spline estimator for ultra-high dimensional partially linear varying coefficient models (Q2000746) (← links)
• Likelihood ratio-type tests in weighted composite quantile regression of DTARCH models (Q2010462) (← links)
• Quantile regression and variable selection for partially linear model with randomly truncated data (Q2010786) (← links)
• Partial functional linear quantile regression (Q2018901) (← links)
• Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters (Q2032189) (← links)
• Copula and composite quantile regression-based estimating equations for longitudinal data (Q2042520) (← links)
• Statistical inference for the heteroscedastic partially linear varying-coefficient errors-in-variables model with missing censoring indicators (Q2045294) (← links)
• Penalized kernel quantile regression for varying coefficient models (Q2059422) (← links)
• Robust and efficient estimating equations for longitudinal data partial linear models and its applications (Q2062374) (← links)
• Model averaging marginal regression for high dimensional conditional quantile prediction (Q2062406) (← links)
• \(L_1\)-estimation for covariate-adjusted regression (Q2069356) (← links)
• Jackknifing for partially linear varying-coefficient errors-in-variables model with missing response at random (Q2069563) (← links)
• Inference for high-dimensional varying-coefficient quantile regression (Q2074309) (← links)
• Optimal subsampling for composite quantile regression in big data (Q2093142) (← links)
• Estimation and inferences for varying coefficient partially nonlinear quantile models with censoring indicators missing at random (Q2095711) (← links)
• A lack-of-fit test for quantile regression process models (Q2107580) (← links)
• Single-index quantile regression with left truncated data (Q2109301) (← links)
• Robust estimation for a general functional single index model via quantile regression (Q2111951) (← links)
• Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components (Q2131898) (← links)
• An efficient estimation for the parameter in additive partially linear models with missing covariates (Q2131935) (← links)
• Testing linearity in partial functional linear quantile regression model based on regression rank scores (Q2131980) (← links)
• Weighted bias-corrected restricted statistical inference for heteroscedastic semiparametric varying-coefficient errors-in-variables model (Q2132047) (← links)
• Robust estimation for partial functional linear regression models based on FPCA and weighted composite quantile regression (Q2134998) (← links)
• Smoothed partially linear quantile regression with nonignorable missing response (Q2151592) (← links)
• Single-index composite quantile regression for ultra-high-dimensional data (Q2161022) (← links)
• Multi-round smoothed composite quantile regression for distributed data (Q2164793) (← links)
• Optimal subsampling for composite quantile regression model in massive data (Q2165835) (← links)
• Structure identification for varying coefficient models with measurement errors based on kernel smoothing (Q2208398) (← links)
• Estimation in partially linear varying-coefficient errors-in-variables models with missing response variables (Q2228217) (← links)
• Penalized empirical likelihood for partially linear errors-in-variables models (Q2234732) (← links)
• Composite quantile regression for ultra-high dimensional semiparametric model averaging (Q2242007) (← links)
• Testing in linear composite quantile regression models (Q2259793) (← links)
• Composite support vector quantile regression estimation (Q2259813) (← links)
• Computation and application of robust data-driven bandwidth selection for gradient function estimation (Q2279600) (← links)
• Weighted composite quantile regression for single index model with missing covariates at random (Q2282597) (← links)
• Bayesian bridge-randomized penalized quantile regression (Q2291307) (← links)
• Composite quantile regression estimation of linear error-in-variable models using instrumental variables (Q2303030) (← links)