Pages that link to "Item:Q850718"

The following pages link to Profile likelihood inferences on semiparametric varying-coefficient partially linear models (Q850718):

Displaying 50 items.

• Weighted profile least squares estimation for a panel data varying-coefficient partially linear model (Q2430333) (← 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)
• Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables (Q2438632) (← links)
• Stein shrinkage and second-order efficiency for semiparametric estimation of the shift (Q2440596) (← links)
• Varying coefficient models having different smoothing variables with randomly censored data (Q2441055) (← links)
• Nonparametric specification for non-stationary time series regression (Q2444659) (← links)
• Efficient estimation of partially linear varying coefficient models (Q2446478) (← links)
• Semiparametric efficient estimation for partially linear single-index models with responses missing at random (Q2451617) (← links)
• Generalized partially linear varying-coefficient models (Q2474377) (← links)
• Variable selection in semiparametric regression modeling (Q2477060) (← links)
• Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder) (Q2477585) (← links)
• Influence diagnostics in partially varying-coefficient models (Q2480090) (← links)
• Empirical likelihood for semiparametric varying-coefficient partially linear regression models (Q2489889) (← links)
• Empirical likelihood inference in mixtures of semiparametric varying coefficient EV models for longitudinal data with nonignorable dropout (Q2512583) (← links)
• Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity (Q2513792) (← links)
• Semiparametric GEE analysis in partially linear single-index models for longitudinal data (Q2515493) (← links)
• Smooth-threshold GEE variable selection for varying coefficient partially linear models with longitudinal data (Q2515857) (← links)
• Empirical likelihood-based inferences in varying coefficient models with missing data (Q2516073) (← links)
• Corrected-loss estimation for error-in-variable partially linear model (Q2516920) (← links)
• Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear models with missing responses (Q2661948) (← links)
• Time-varying predictability of the long horizon equity premium based on semiparametric regressions (Q2695788) (← links)
• Generalized Analysis-of-variance-type Test for the Single-index Quantile Model (Q2792280) (← links)
• Variable Selection for Semiparametric Varying Coefficient Partially Linear Errors-in-Variables (EV) Model with Missing Response (Q2797832) (← links)
• The T-type estimate of a class of partially non linear models (Q2807746) (← links)
• Difference-based estimation and model identification for panel data semiparametric models with cross-section dependence (Q2807754) (← links)
• Profile Likelihood Inferences on the Partially Linear Model with a Diverging Number of Parameters (Q2815338) (← links)
• Composite quantile regression for varying-coefficient single-index models (Q2815983) (← links)
• Statistical Inference on the Parametric Component in Partially Linear Spatial Autoregressive Models (Q2816729) (← links)
• Semiparametric inference on partially linear single-index model (Q2816858) (← links)
• Robust variable selection and parametric component identification in varying coefficient models (Q2817178) (← links)
• Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors (Q2832637) (← links)
• Estimation of the mixtures of GLMs with covariate-dependent mixing proportions (Q2834725) (← links)
• Semiparametric quantile regression analysis of right-censored and length-biased failure time data with partially linear varying effects (Q2835301) (← links)
• Sequential design for nonparametric inference (Q2856546) (← links)
• Empirical Likelihood for Semiparametric Varying-Coefficient Heteroscedastic Partially Linear Errors-in-Variables Models (Q2859292) (← links)
• Interval Estimation by Frequentist Model Averaging (Q2873929) (← links)
• Two Adjusted Empirical-Likelihood-Based Methods in Generalized Varying-Coefficient Partially Linear Model (Q2876141) (← links)
• Empirical likelihood for partially time-varying coefficient models with dependent observations (Q2892916) (← links)
• A single-index quantile regression model and its estimation (Q2909247) (← links)
• Variable selection for partially linear varying coefficient quantile regression model (Q2921510) (← links)
• Efficient Estimation for Semi-varying Coefficient Model with An Invertible Linear Process Error (Q2921860) (← links)
• Semi-parametric Efficient Inference for Heteroscedastic Semivarying-coefficient Models (Q2931582) (← links)
• Partially functional linear varying coefficient model (Q2953560) (← links)
• Longitudinal data analysis based on generalized linear partially varying-coefficient models (Q2979974) (← links)
• The Block Empirical Likelihood Method of the Semivarying Coefficient Model with Application to Longitudinal Data (Q3006269) (← links)
• Empirical Likelihood Inference for the Parameter in Additive Partially Linear EV Models (Q3064089) (← links)
• Polynomial Spline Estimation for a Generalized Additive Coefficient Model (Q3077778) (← links)
• Optimal zone for bandwidth selection in semiparametric models (Q3106419) (← links)
• Inference for Nonparametric Parts in Single-Index Varying-Coefficient Model (Q3168528) (← links)