Pages that link to "Item:Q1848874"

The following pages link to Direct estimation of the index coefficient in a single-index model (Q1848874):

Displaying 50 items.

• Local Walsh-average-based estimation and variable selection for single-index models (Q2010424) (← 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)
• Estimating multi-index models with response-conditional least squares (Q2044313) (← links)
• Robust and resource-efficient identification of two hidden layer neural networks (Q2117339) (← links)
• Model averaging estimation for varying-coefficient single-index models (Q2121204) (← links)
• Convergence guarantee for the sparse monotone single index model (Q2168091) (← links)
• A new test for heteroscedasticity in single-index models (Q2195886) (← links)
• Aggregation of estimators and stochastic optimization (Q2197367) (← links)
• Estimating covariance and precision matrices along subspaces (Q2219236) (← links)
• A new Bayesian single index model with or without covariates missing at random (Q2226707) (← links)
• Semiparametric estimation of a class of generalized linear models without smoothing (Q2252891) (← links)
• On the nonparametric conditional density and mode estimates in the single functional index model with strongly mixing data (Q2257034) (← links)
• A single-index model procedure for interpolation intervals in time series (Q2259074) (← links)
• Beran-based approach for single-index models under censoring (Q2259785) (← links)
• Asymptotic distributions of two ``synthetic data'' estimators for censored single-index models (Q2267597) (← links)
• Statistical inference for the index parameter in single-index models (Q2267599) (← links)
• Single-index modal regression via outer product gradients (Q2291303) (← links)
• Efficient estimation in single index models through smoothing splines (Q2295045) (← links)
• Least squares estimation in the monotone single index model (Q2325372) (← links)
• Spline estimation and variable selection for single-index prediction models with diverging number of index parameters (Q2348100) (← links)
• High dimensional single index models (Q2350065) (← links)
• A new minimum contrast approach for inference in single-index models (Q2359675) (← links)
• Penalized estimation equation for an extended single-index model (Q2397050) (← links)
• Robust and efficient direction identification for groupwise additive multiple-index models and its applications (Q2398077) (← links)
• Estimation for single-index models via martingale difference divergence (Q2416786) (← links)
• Adaptive estimation in the single-index model via oracle approach (Q2439930) (← links)
• New efficient estimation and variable selection in models with single-index structure (Q2453903) (← links)
• Optimal functional parameter in the single functional index model (Q2472994) (← links)
• Empirical likelihood for single-index models (Q2507756) (← links)
• Semiparametric models with single-index nuisance parameters (Q2512615) (← links)
• Nonparametric checks for single-index models (Q2569234) (← links)
• On semiparametric \(M\)-estimation in single-index regression (Q2581646) (← links)
• Conditional regression for single-index models (Q2676954) (← links)
• Functional partial linear single-index model (Q2791839) (← links)
• Generalized Analysis-of-variance-type Test for the Single-index Quantile Model (Q2792280) (← links)
• Inverse probability weighted estimators for single-index models with missing covariates (Q2807760) (← links)
• Error variance estimation for the single-index model (Q2810421) (← links)
• Conditional Density Estimation in the Single Functional Index Model for α-Mixing Functional Data (Q2815375) (← links)
• Composite quantile regression for varying-coefficient single-index models (Q2815983) (← links)
• The conditional cumulative distribution function in single functional index model (Q2816665) (← links)
• A Comparative Study of Semiparametric Estimation in Partially Linear Single-index Models (Q2821020) (← links)
• Empirical-likelihood-based Test for Partially Linear Single-index Models with Error-prone Linear Covariates (Q2821030) (← links)
• An empirical process view of inverse regression (Q2821482) (← links)
• Direct identification of the linear block in Wiener system (Q2828583) (← links)
• An extended single-index model with missing response at random (Q2835314) (← links)
• Strong uniform consistency rates of some characteristics of the conditional distribution estimator in the functional single-index model (Q2939950) (← links)
• Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables (Q2965541) (← links)
• Testing Serial Correlation in Partially Linear Single-Index Errors-in-Variables Models (Q3017866) (← links)
• A Gaussian process regression approach to a single-index model (Q3021173) (← links)