Pages that link to "Item:Q1896248"

The following pages link to On the asymptotics of constrained \(M\)-estimation (Q1896248):

Displaying 50 items.

• The numerical bootstrap (Q2176627) (← links)
• The moderate deviation principle for minimizers of convex processes (Q2190013) (← links)
• Bounds for the asymptotic distribution of the likelihood ratio (Q2192735) (← links)
• Nonparametric quantile regression estimation for functional data with responses missing at random (Q2202046) (← links)
• Statistical properties of estimators for the log-optimal portfolio (Q2216173) (← links)
• Generic results for establishing the asymptotic size of confidence sets and tests (Q2227058) (← links)
• Asymptotic inference for the constrained quantile regression process (Q2330751) (← links)
• Quantile regression and variable selection of partial linear single-index model (Q2352452) (← links)
• Variable selection in the additive rate model for recurrent event data (Q2359506) (← links)
• Quantile regression and variable selection of single-index coefficient model (Q2409394) (← links)
• Penalized expectile regression: an alternative to penalized quantile regression (Q2414951) (← links)
• Regression on manifolds: estimation of the exterior derivative (Q2429924) (← links)
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models (Q2429932) (← links)
• First difference maximum likelihood and dynamic panel estimation (Q2440332) (← links)
• The adaptive L1-penalized LAD regression for partially linear single-index models (Q2454024) (← links)
• Characterization of count data distributions involving additivity and binomial subsampling (Q2465277) (← links)
• Two-stage estimation of inequality-constrained marginal linear models with longitudinal data (Q2480042) (← links)
• Functional linear regression for functional response via sparse basis selection (Q2515851) (← links)
• On the robustness of the generalized fused Lasso to prior specifications (Q2631367) (← links)
• Monte Carlo likelihood inference for missing data models (Q2642738) (← links)
• Variable Selection for Semiparametric Varying Coefficient Partially Linear Errors-in-Variables (EV) Model with Missing Response (Q2797832) (← links)
• Lasso with convex loss: Model selection consistency and estimation (Q2811411) (← links)
• Penalized LAD Regression for Single-index Models (Q2821006) (← links)
• The adaptive BerHu penalty in robust regression (Q2832013) (← links)
• Estimation Under Inequality Constraints: Semiparametric Estimation of Conditional Duration Models (Q3007553) (← links)
• Estimating the Frequency Distribution of Crossovers during Meiosis from Recombination Data (Q3078750) (← links)
• A Massive Data Framework for M-Estimators with Cubic-Rate (Q3121561) (← links)
• Variable selection and inference procedures for marginal analysis of longitudinal data with missing observations and covariate measurement error (Q3463396) (← links)
• Maximum Likelihood Estimation of Linear Models for Longitudinal Data with Inequality Constraints (Q3499078) (← links)
• SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS (Q3632381) (← links)
• (Q3980505) (← links)
• Applied regression analysis bibliography update 1994-97 (Q4216805) (← links)
• Estimation and Tests in Finite Mixture Models for Censored Survival Data (Q4351768) (← links)
• Estimating density functions: a constrained maximum likelihood approach^* (Q4498173) (← links)
• (Q4558138) (← links)
• Model averaging for M-estimation (Q4559360) (← links)
• Asymptotic theory for maximum likelihood estimates in reduced-rank multivariate generalized linear models (Q4580024) (← links)
• Fitting Nonlinear and Constrained Generalized Estimating Equations with Optimization Software (Q4670497) (← links)
• The Doubly Adaptive LASSO for Vector Autoregressive Models (Q4976476) (← links)
• ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION (Q4979318) (← links)
• Model averaging based on rank (Q5036455) (← links)
• Sufficient cause interactions for categorical and ordinal outcomes (Q5037810) (← links)
• A robust and efficient variable selection method for linear regression (Q5044675) (← links)
• Some results for maximum likelihood estimation of adjusted relative risks (Q5075489) (← links)
• Graphical Convergence of Subgradients in Nonconvex Optimization and Learning (Q5076697) (← links)
• Robustness and Tractability for Non-convex M-estimators (Q5089446) (← links)
• Likelihood Ratio Tests for a Large Directed Acyclic Graph (Q5120668) (← links)
• Quantile regression and variable selection for the single-index model (Q5128663) (← links)
• (Q5149040) (← links)
• Adaptive sup-norm regularized simultaneous multiple quantiles regression (Q5169749) (← links)