Pages that link to "Item:Q2429932"

The following pages link to New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models (Q2429932):

Displaying 50 items.

• Econometric modeling of risk measures: a selective review of the recent literature (Q2314141) (← links)
• Weighted quantile regression and testing for varying-coefficient models with randomly truncated data (Q2316750) (← links)
• Robust check loss-based inference of semiparametric models and its application in environmental data (Q2332669) (← links)
• A robust and efficient estimation method for partially nonlinear models via a new MM algorithm (Q2338233) (← links)
• Quantile regression and variable selection of partial linear single-index model (Q2352452) (← links)
• Sparse high-dimensional varying coefficient model: nonasymptotic minimax study (Q2352741) (← links)
• Composite change point estimation for bent line quantile regression (Q2397049) (← links)
• Semiparametric estimation and testing of smooth coefficient spatial autoregressive models (Q2397719) (← links)
• Robust and efficient direction identification for groupwise additive multiple-index models and its applications (Q2398077) (← links)
• Quantile regression and variable selection of single-index coefficient model (Q2409394) (← links)
• Sparse wavelet estimation in quantile regression with multiple functional predictors (Q2416736) (← links)
• Robust exponential squared loss-based estimation in semi-functional linear regression models (Q2418053) (← links)
• Bias-corrected statistical inference for partially linear varying coefficient errors-in-variables models with restricted condition (Q2434138) (← links)
• Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression (Q2434140) (← links)
• The adaptive L1-penalized LAD regression for partially linear single-index models (Q2454024) (← links)
• Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity (Q2513792) (← links)
• Walsh-average based variable selection for varying coefficient models (Q2513793) (← links)
• Local composite quantile regression smoothing for Harris recurrent Markov processes (Q2630348) (← links)
• Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear models with missing responses (Q2661948) (← links)
• Communication-efficient sparse composite quantile regression for distributed data (Q2696327) (← links)
• Bayesian empirical likelihood of quantile regression with missing observations (Q2696329) (← links)
• Variable Selection for Semiparametric Partially Linear Covariate-Adjusted Regression Models (Q2792277) (← links)
• The T-type estimate of a class of partially non linear models (Q2807746) (← links)
• Semiparametric quantile regression analysis of right-censored and length-biased failure time data with partially linear varying effects (Q2835301) (← links)
• Variable selection for partially linear varying coefficient quantile regression model (Q2921510) (← links)
• New robust variable selection methods for linear regression models (Q2922164) (← links)
• Semi-parametric Efficient Inference for Heteroscedastic Semivarying-coefficient Models (Q2931582) (← links)
• A new model selection procedure based on dynamic quantile regression (Q2953289) (← links)
• Consistent model identification of varying coefficient quantile regression with BIC tuning parameter selection (Q2979579) (← links)
• (Q3054780) (← links)
• Variable Selection in Semiparametric Quantile Modeling for Longitudinal Data (Q3462363) (← links)
• Statistical inference on asymptotic properties of two estimators for the partially linear single-index models (Q4559349) (← links)
• Composite quantile regression for massive datasets (Q4580023) (← links)
• Estimation and variable selection in single-index composite quantile regression (Q4607357) (← links)
• A predictive leverage statistic for quantile regression with measurement errors (Q4638830) (← links)
• Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension (Q4916453) (← links)
• On a Principal Varying Coefficient Model (Q4916942) (← links)
• Adaptive composite quantile regressions and their asymptotic relative efficiency (Q4960583) (← links)
• Penalised empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models (Q5012336) (← links)
• Nonparametric homogeneity pursuit in functional-coefficient models (Q5023851) (← links)
• Quantile regression estimation for distortion measurement error data (Q5031700) (← links)
• Estimation for Extreme Conditional Quantiles of Functional Quantile Regression (Q5041331) (← links)
• Two-stage local rank estimation for generalised partially linear varying-coefficient models (Q5051323) (← links)
• M-estimation and model identification based on double SCAD penalization (Q5075480) (← links)
• Variable selection for semiparametric varying coefficient partially linear model based on modal regression with missing data (Q5077882) (← links)
• B-spline estimation for partially linear varying coefficient composite quantile regression models (Q5077901) (← links)
• Estimation and variable selection for a class of quantile regression models with multiple index (Q5079029) (← links)
• Empirical likelihood in varying-coefficient quantile regression with missing observations (Q5079229) (← links)
• Gaussian copula based composite quantile regression in semivarying models with longitudinal data (Q5079845) (← links)
• Weighted composite quantile regression for longitudinal mixed effects models with application to AIDS studies (Q5082658) (← links)