Pages that link to "Item:Q660045"
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The following pages link to Statistical methods with varying coefficient models (Q660045):
Displaying 50 items.
- Data-driven model checking for errors-in-variables varying-coefficient models with replicate measurements (Q2007994) (← links)
- Semiparametric model for covariance regression analysis (Q2008100) (← links)
- Varying coefficient functional autoregressive model with application to the U.S. treasuries (Q2011525) (← links)
- Robust estimation for the varying coefficient partially nonlinear models (Q2012585) (← links)
- Efficient estimation for varying-coefficient mixed effects models with functional response data (Q2036309) (← links)
- Shrinkage estimation of the varying-coefficient model with continuous and categorical covariates (Q2036915) (← links)
- Model identification and selection for single-index varying-coefficient models (Q2042522) (← links)
- Time-varying auto-regressive models for count time-series (Q2044402) (← links)
- New efficient spline estimation for varying-coefficient models with two-step knot number selection (Q2044766) (← links)
- The de-biased group Lasso estimation for varying coefficient models (Q2046473) (← links)
- Penalized kernel quantile regression for varying coefficient models (Q2059422) (← links)
- \(L_1\)-estimation for covariate-adjusted regression (Q2069356) (← links)
- Varying coefficient linear discriminant analysis for dynamic data (Q2084480) (← links)
- Robust estimation for varying coefficient partially functional linear regression models based on exponential squared loss function (Q2111807) (← links)
- Robust MAVE for single-index varying-coefficient models (Q2111967) (← links)
- Concurrent object regression (Q2161189) (← links)
- Identification and estimation in quantile varying-coefficient models with unknown link function (Q2177722) (← links)
- Penalized quadratic inference function-based variable selection for generalized partially linear varying coefficient models with longitudinal data (Q2223100) (← links)
- Analyzing right-censored and length-biased data with varying-coefficient transformation model (Q2252885) (← links)
- Robust spline-based variable selection in varying coefficient model (Q2256603) (← links)
- Penalized spline estimation in varying coefficient models with censored data (Q2273026) (← links)
- Estimation of a rank-reduced functional-coefficient panel data model with serial correlation (Q2274956) (← links)
- A robust varying coefficient approach to fuzzy multiple regression model (Q2297146) (← links)
- A new approach to varying-coefficient additive models with longitudinal covariates (Q2305307) (← links)
- Fused comparative intervention scoring for heterogeneity of longitudinal intervention effects (Q2318660) (← links)
- A simultaneous confidence corridor for varying coefficient regression with sparse functional data (Q2342871) (← links)
- Varying-coefficient mean-covariance regression analysis for longitudinal data (Q2344387) (← links)
- Adaptive estimation for varying coefficient models (Q2348441) (← links)
- SCAD-penalized regression for varying-coefficient models with autoregressive errors (Q2348446) (← links)
- Sparse high-dimensional varying coefficient model: nonasymptotic minimax study (Q2352741) (← links)
- Varying-coefficient partially functional linear quantile regression models (Q2398415) (← links)
- Finite mixture of varying coefficient model: estimation and component selection (Q2418532) (← links)
- Variable selection in Cox regression models with varying coefficients (Q2437864) (← links)
- Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework (Q2444662) (← links)
- Semiparametric varying-coefficient study of mean residual life models (Q2451633) (← links)
- Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity (Q2513792) (← links)
- Local bilinear multiple-output quantile/depth regression (Q2515505) (← links)
- Empirical likelihood-based inferences in varying coefficient models with missing data (Q2516073) (← links)
- Wasserstein \(F\)-tests and confidence bands for the Fréchet regression of density response curves (Q2656610) (← links)
- Varying random coefficient models (Q2658751) (← links)
- Variable Selection for Semiparametric Varying Coefficient Partially Linear Errors-in-Variables (EV) Model with Missing Response (Q2797832) (← links)
- Exploiting the interpretability and forecasting ability of the RBF-AR model for nonlinear time series (Q2798518) (← links)
- Composite quantile regression for varying-coefficient single-index models (Q2815983) (← links)
- Local information theoretic methods for smooth coefficients dynamic panel data models (Q2817315) (← links)
- Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors (Q2832637) (← links)
- Sequential design for nonparametric inference (Q2856546) (← links)
- Sequential robust estimation for nonparametric autoregressive models (Q2958401) (← links)
- Single-index coefficient models for nonlinear time series (Q3021174) (← links)
- Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models (Q3161675) (← links)
- SiZer Inference for Varying Coefficient Models (Q3168337) (← links)
