Pages that link to "Item:Q4673752"

The following pages link to Adaptive Varying-Coefficient Linear Models (Q4673752):

Displaying 49 items.

• Outliers in functional autoregressive time series (Q2483872) (← links)
• Empirical likelihood for single-index varying-coefficient models with right-censored data (Q2511749) (← links)
• Model specification test with correlated but not cointegrated variables (Q2512600) (← links)
• Model structure selection in single-index-coefficient regression models (Q2637608) (← links)
• Varying random coefficient models (Q2658751) (← links)
• Variable selection for single-index varying-coefficients models with applications to synergistic \(\mathrm{G} \times \mathrm{E}\) interactions (Q2689605) (← links)
• Time-varying asymmetry and tail thickness in long series of daily financial returns (Q2691782) (← links)
• Composite quantile regression for varying-coefficient single-index models (Q2815983) (← links)
• Adaptively varying-coefficient spatiotemporal models (Q2920286) (← links)
• Cardiovascular event risk dynamics over time in older patients on dialysis: a generalized multiple-index varying coefficient model approach (Q2927634) (← links)
• Analysis of Double Single Index Models (Q2965532) (← links)
• SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA (Q2995416) (← links)
• Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class (Q3019823) (← links)
• Single-index coefficient models for nonlinear time series (Q3021174) (← links)
• Autoregressive processes with data-driven regime switching (Q3077661) (← links)
• Inference for Nonparametric Parts in Single-Index Varying-Coefficient Model (Q3168528) (← links)
• Departure from independence and stationarity in a handball match (Q3184490) (← links)
• Functional mixture regression (Q3303682) (← links)
• Statistical inference for a single-index varying coefficient model with measurement errors in all covariates (Q3390605) (← links)
• Nonlinear dynamical structural equation models (Q3395738) (← links)
• Reducing component estimation for varying coefficient models (Q3525833) (← links)
• Multicovariate-adjusted regression models (Q3543753) (← links)
• A Semiparametric Approach to Canonical Analysis (Q3631458) (← links)
• Generalized Gaussian Process Regression Model for Non-Gaussian Functional Data (Q4975564) (← links)
• Nonparametric Estimation of Probability Density Functions for Irregularly Observed Spatial Data (Q4975625) (← links)
• Robust functional coefficient selection for the single-index varying coefficients regression model (Q5065282) (← links)
• Adaptive estimation for varying coefficient models with nonstationary covariates (Q5076882) (← links)
• Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process (Q5080530) (← links)
• Time-varying coefficient model estimation through radial basis functions (Q5093028) (← links)
• Principal single-index varying-coefficient models for dimension reduction in quantile regression (Q5107741) (← links)
• (Q5214246) (← links)
• Bayesian estimation of varying-coefficient models with missing data, with application to the Singapore Longitudinal Aging Study (Q5220872) (← links)
• Consistency of Ridge Function Fields for Varying Nonparametric Regression (Q5321904) (← links)
• Gaussian Process Functional Regression Modeling for Batch Data (Q5434897) (← links)
• <i>L</i>₁-estimation for varying coefficient models (Q5475300) (← links)
• An IV estimator for a functional coefficient model with endogenous discrete treatments (Q5862425) (← links)
• AdaBoost Semiparametric Model Averaging Prediction for Multiple Categories (Q5881103) (← links)
• Regression Analysis of Asynchronous Longitudinal Functional and Scalar Data (Q5881130) (← links)
• Estimation and Inference for Dynamic Single-Index Varying-Coefficient Models (Q6039860) (← links)
• Empirical likelihood and estimation in single-index varying-coefficient models with censored data (Q6089203) (← links)
• Estimation of projection pursuit regression via alternating linearization (Q6096647) (← links)
• Semiparametric function-on-function quantile regression model with dynamic single-index interactions (Q6113821) (← links)
• Quantile varying-coefficient structural equation model (Q6122758) (← links)
• A nonparametric predictive regression model using partitioning estimators based on Taylor expansions (Q6135346) (← links)
• Short‐term forecasting with a computationally efficient nonparametric transfer function model (Q6139767) (← links)
• Dynamic modeling for multivariate functional and longitudinal data (Q6150533) (← links)
• Empirical likelihood and estimation in varying coefficient models with right censored data (Q6567467) (← links)
• Nonparametric volatility prediction (Q6601087) (← links)
• Nonparametric Inference for Time-Varying Coefficient Quantile Regression (Q6616600) (← links)