Pages that link to "Item:Q4733276"

The following pages link to Semiparametric Estimation of Index Coefficients (Q4733276):

Displaying 50 items.

• Inference in ordered response games with complete information (Q2074604) (← links)
• Extreme partial least-squares (Q2111063) (← links)
• Robust MAVE for single-index varying-coefficient models (Q2111967) (← links)
• Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence (Q2116326) (← 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)
• Two-step semiparametric empirical likelihood inference (Q2176605) (← links)
• Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter (Q2183770) (← links)
• Computing semiparametric efficiency bounds in discrete choice models with strategic-interactions and rational expectations (Q2224998) (← 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)
• Partially linear single index models for repeated measurements (Q2252906) (← links)
• On the estimation of density-weighted average derivative by wavelet methods under various dependence structures (Q2257019) (← links)
• A single-index model procedure for interpolation intervals in time series (Q2259074) (← links)
• Asymptotic distributions of two ``synthetic data'' estimators for censored single-index models (Q2267597) (← links)
• Efficient estimation and computation of parameters and nonparametric functions in generalized semi/non-parametric regression models (Q2280589) (← links)
• Single-index modal regression via outer product gradients (Q2291303) (← links)
• Efficient estimation in single index models through smoothing splines (Q2295045) (← links)
• Parametric and semiparametric estimation methods for survival data under a flexible class of models (Q2308442) (← links)
• Multiplicative-error models with sample selection (Q2343749) (← links)
• Inference in semiparametric binary response models with interval data (Q2343751) (← links)
• Semiparametric estimation of models with conditional moment restrictions in the presence of nonclassical measurement errors (Q2343764) (← links)
• Spline estimation and variable selection for single-index prediction models with diverging number of index parameters (Q2348100) (← links)
• Identification and estimation in a correlated random coefficients binary response model (Q2354859) (← 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)
• Semiparametric estimation and testing of smooth coefficient spatial autoregressive models (Q2397719) (← links)
• Estimation for single-index models via martingale difference divergence (Q2416786) (← links)
• Randomly censored partially linear single-index models (Q2426737) (← links)
• A martingale decomposition for quadratic forms of Markov chains (with applications) (Q2434497) (← links)
• Estimation of a heteroscedastic binary choice model with an endogenous dummy regressor (Q2440441) (← links)
• Partial identification in binary response models with nonignorable nonresponses (Q2446477) (← links)
• Efficient semiparametric estimation for endogenously stratified regression via smoothed likelihood (Q2448415) (← links)
• A simple test for a parametric single index model. (Q2468555) (← links)
• Kernel order selection by minimum bootstrapped MSE for density weighted averages (Q2486221) (← links)
• A note on the use of \(V\) and \(U\) statistics in nonparametric models of regression (Q2502147) (← links)
• Average derivative estimation from biased data (Q2510956) (← links)
• Semiparametric identification of binary decision games of incomplete information with correlated private signals (Q2511795) (← links)
• A consistent nonparametric test of parametric regression functional form in fixed effects panel data models (Q2512606) (← links)
• Semiparametric models with single-index nuisance parameters (Q2512615) (← links)
• Two-stage local Walsh average estimation of generalized varying coefficient models (Q2516049) (← links)
• Binary response correlated random coefficient panel data models (Q2516313) (← links)
• A data-driven smooth test of symmetry (Q2516319) (← links)
• Approximating conditional distribution functions using dimension reduction (Q2569246) (← links)
• On semiparametric \(M\)-estimation in single-index regression (Q2581646) (← links)
• A specification test for the propensity score using its distribution conditional on participation (Q2628830) (← links)
• Excess heterogeneity, endogeneity and index restrictions (Q2628861) (← links)
• Maternal full-time employment and overweight children: parametric, semi-parametric, and non-parametric assessment (Q2628865) (← links)
• Semiparametric estimation of binary response models with endogenous regressors (Q2630084) (← links)
• Testing semiparametric conditional moment restrictions using conditional martingale transforms (Q2630150) (← links)