The following pages link to (Q4277836):
Displaying 50 items.
- Parametric embedding of nonparametric inference problems (Q2321988) (← links)
- Nonexistence of an unbiased estimating function for the Cox model (Q2322642) (← links)
- Efficient estimation in smooth threshold autoregressive(1) models (Q2324066) (← links)
- On the asymptotic variance of the debiased Lasso (Q2326043) (← links)
- Non-separable models with high-dimensional data (Q2330742) (← links)
- Flexible estimation of a semiparametric two-component mixture model with one parametric component (Q2340867) (← links)
- Efficiency combined with simplicity: new testing procedures for generalized inverse Gaussian models (Q2342866) (← links)
- \(L_2\) differentiability of generalized linear models (Q2343646) (← links)
- Residual-based rank specification tests for AR-GARCH type models (Q2343810) (← links)
- In-sample forecasting applied to reserving and mesothelioma mortality (Q2347099) (← links)
- Semiparametric estimation with missing covariates (Q2350069) (← links)
- \(M\)-estimators for regression with changing scale (Q2358426) (← links)
- A semiparametric estimation of copula models based on the method of moments (Q2360899) (← links)
- Estimation of sums of random variables: examples and information bounds (Q2368845) (← links)
- Asymptotic behavior of the unconditional NPMLE of the length-biased survivor function from right censored prevalent cohort data (Q2368848) (← links)
- Asymptotic results for maximum likelihood estimators in joint analysis of repeated measurements and survival time (Q2368849) (← links)
- Penalized log-likelihood estimation for partly linear transformation models with current status data (Q2368853) (← links)
- Likelihood approach for marginal proportional hazards regression in the presence of dependent censoring (Q2388344) (← links)
- Mixing partially linear regression models (Q2392079) (← links)
- Nonparametric estimation of bivariate additive models (Q2398404) (← links)
- Simultaneous treatment of unspecified heteroskedastic model error distribution and mismeasured covariates for restricted moment models (Q2399533) (← links)
- Efficient estimation of quantiles in missing data models (Q2409634) (← links)
- Efficient estimation of the varying-coefficient partially linear proportional odds model with current status data (Q2422117) (← links)
- Semiparametric efficiency in GMM models with auxiliary data (Q2426625) (← links)
- Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables (Q2438632) (← links)
- Efficient semiparametric estimation in generalized partially linear additive models for longitudinal/clustered data (Q2444661) (← links)
- Data-driven smooth tests for the martingale difference hypothesis (Q2445650) (← links)
- Efficient estimation of a semiparametric dynamic copula model (Q2445713) (← links)
- Nonparametric maximum likelihood analysis of clustered current status data with the gamma-frailty Cox model (Q2445813) (← links)
- Information bounds for Gaussian copulas (Q2448705) (← links)
- On efficient dimension reduction with respect to a statistical functional of interest (Q2448735) (← links)
- On semiparametric statistical inferences in the moderate deviation zone (Q2451256) (← links)
- Semiparametric varying-coefficient study of mean residual life models (Q2451633) (← links)
- Sieve \(M\) inference on irregular parameters (Q2451802) (← links)
- Accelerated convergence for nonparametric regression with coarsened predictors (Q2473078) (← links)
- Smooth backfitting in generalized additive models (Q2477059) (← links)
- Tailor-made tests for goodness of fit to semiparametric hypotheses (Q2497179) (← links)
- Asymptotic theory for the Cox model with missing time-dependent covariate (Q2497186) (← links)
- Empirical likelihood inference for linear transformation models (Q2499078) (← links)
- Multivariate signed-rank tests in vector autoregressive order identification (Q2503962) (← links)
- Semiparametric estimation of treatment effect in a pretest-posttest study with missing data (with comments and rejoinder) (Q2503984) (← links)
- Efficient semiparametric estimation in generalized partially linear additive models (Q2511568) (← links)
- Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing (Q2512612) (← links)
- Convex analysis in the semiparametric model with Bernstein polynomials (Q2513790) (← links)
- Efficient estimation of linear functionals of a bivariate distribution with equal, but unknown marginals: the least-squares approach (Q2567126) (← links)
- Empirical processes with estimated parameters under auxiliary information (Q2571227) (← links)
- Robust semiparametric M-estimation and the weighted bootstrap (Q2571818) (← links)
- The proportional hazards model with covariate measurement error (Q2573513) (← links)
- Power transformation and threshold modeling for ARCH innovations with applications to tests for ARCH structure. (Q2574642) (← links)
- Semiparametric lower bounds for tail index estimation (Q2581645) (← links)
