Pages that link to "Item:Q1099547"
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The following pages link to Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator (Q1099547):
Displaying 50 items.
- Nonparametric estimation of competing risks models with covariates (Q1810712) (← links)
- Bootstrap critical values for tests based on the smoothed maximum score estimator (Q1867736) (← links)
- Nonparametric regression with current status data (Q1881004) (← links)
- Nonparametric two-stage estimation of conditional choice probabilities in a binary choice model under uncertainty (Q1893416) (← links)
- Rank regression for current status data (Q1903171) (← links)
- Randomized response and the binary probit model (Q1927740) (← links)
- Semiparametric estimation of a nonstationary panel data transformation model under symmetry (Q1934717) (← links)
- Rank estimation of monotone hazard models (Q1934838) (← links)
- Rank estimation of a generalized fixed-effects regression model (Q1971783) (← links)
- Efficient estimation of binary choice models under symmetry (Q1973434) (← links)
- Variable selection for varying coefficient models via kernel based regularized rank regression (Q1987596) (← links)
- Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models (Q2000839) (← links)
- Semiparametric estimation of the random utility model with rank-ordered choice data (Q2000870) (← links)
- Generalized accelerated failure time model with censored data from case-cohort studies (Q2112256) (← links)
- Constrained estimation using penalization and MCMC (Q2116360) (← links)
- Weighted rank estimation for nonparametric transformation models with doubly truncated data (Q2131968) (← links)
- \(\sqrt{n}\)-prediction of generalized heteroscedastic transformation regression models (Q2182129) (← links)
- Marginal false discovery rate for a penalized transformation survival model (Q2242009) (← links)
- A robust conditional maximum likelihood estimator for generalized linear models with a dispersion parameter (Q2273152) (← links)
- On rank estimators in increasing dimensions (Q2294449) (← links)
- Least squares estimation in the monotone single index model (Q2325372) (← links)
- Multiplicative-error models with sample selection (Q2343749) (← links)
- Smoothed rank correlation of the linear transformation regression model (Q2359515) (← links)
- Semi-parametric order-based generalized multivariate regression (Q2400819) (← links)
- Current status linear regression (Q2413595) (← links)
- ROC representation for the discriminability of multi-classification markers (Q2417831) (← links)
- Misspecified nonconvex statistical optimization for sparse phase retrieval (Q2425184) (← links)
- Binary choice models with discrete regressors: identification and misspecification (Q2448407) (← links)
- Estimating a semi-parametric duration model without specifying heterogeneity (Q2512603) (← links)
- Inference on endogenously censored regression models using conditional moment inequalities (Q2630071) (← links)
- An integrated maximum score estimator for a generalized censored quantile regression model (Q2630166) (← links)
- Robust regression analysis for clustered interval-censored failure time data (Q2661945) (← links)
- Semiparametric regression modeling of the global percentile outcome (Q2676903) (← links)
- Construction of leading economic index for recession prediction using vine copulas (Q2700564) (← links)
- Combining multiple markers for multi-category classification: an ROC surface approach (Q2802750) (← links)
- Robust estimation in the additive hazards model (Q2807738) (← links)
- Resampling-based efficient shrinkage method for non-smooth minimands (Q2863046) (← links)
- Weighted and two-stage least squares estimation of semiparametric truncated regression models (Q2886945) (← links)
- Distribution-free estimation of the Box-Cox regression model with censoring (Q2890709) (← links)
- On a consistent rank estimate in a linear structural model (Q2913233) (← links)
- GENERAL INEQUALITIES FOR GIBBS POSTERIOR WITH NONADDITIVE EMPIRICAL RISK (Q2936835) (← links)
- Local consistency of the iterative least-squares estimator for the semiparametric binary choice model (Q2957762) (← links)
- LOCAL RANK ESTIMATION OF TRANSFORMATION MODELS WITH FUNCTIONAL COEFFICIENTS (Q2995422) (← links)
- Optimal Combinations of Diagnostic Tests Based on AUC (Q3013986) (← links)
- Response error in a transformation model with an application to earnings‐equation estimation* (Q3023027) (← links)
- Selection and combination of biomarkers using ROC method for disease classification and prediction (Q3087593) (← links)
- Prediction-Based Structured Variable Selection through the Receiver Operating Characteristic Curves (Q3100791) (← links)
- Length-bias Correction in Transformation Models with Supplementary Data (Q3182776) (← links)
- Non-parametric regression for binary dependent variables (Q3422397) (← links)
- Semiparametrically Efficient Inference Based on Signs and Ranks for Median-Restricted Models (Q3541270) (← links)
