Pages that link to "Item:Q660045"

The following pages link to Statistical methods with varying coefficient models (Q660045):

Displaying 50 items.

• Bayesian generalized varying coefficient models for longitudinal proportional data with errors-in-covariates (Q3179254) (← links)
• Efficient estimation of semiparametric varying-coefficient partially linear transformation model with current status data (Q3390487) (← links)
• MODELING NONSTATIONARY AND LEPTOKURTIC FINANCIAL TIME SERIES (Q3450343) (← links)
• Efficient semiparametric estimation in time-varying regression models (Q4567920) (← links)
• Landmark Prediction of Long-Term Survival Incorporating Short-Term Event Time Information (Q4904726) (← links)
• On a Principal Varying Coefficient Model (Q4916942) (← links)
• SiZer inference for generalized varying coefficient models (Q4960778) (← links)
• Spatially Varying Coefficient Model for Neuroimaging Data With Jump Discontinuities (Q4975561) (← links)
• Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models (Q4975577) (← links)
• (Q4998960) (← links)
• (Q4998965) (← links)
• Nonparametric homogeneity pursuit in functional-coefficient models (Q5023851) (← links)
• Spatiotemporal Autoregressive Partially Linear Varying Coefficient Models (Q5041349) (← links)
• Robust estimation and outlier detection for varying-coefficient models via penalized regression (Q5042171) (← links)
• Two-stage local rank estimation for generalised partially linear varying-coefficient models (Q5051323) (← links)
• Generalized Spatially Varying Coefficient Models (Q5066408) (← links)
• A Tree-Based Semi-Varying Coefficient Model for the COM-Poisson Distribution (Q5066752) (← links)
• Variance estimation for sparse ultra-high dimensional varying coefficient models (Q5078417) (← links)
• Extreme value inference for quantile regression with varying coefficients (Q5079066) (← links)
• Rank-based estimation in varying coefficient partially functional linear regression models (Q5079225) (← links)
• Variable selection for longitudinal varying coefficient errors-in-variables models (Q5079930) (← links)
• Time-varying coefficient model estimation through radial basis functions (Q5093028) (← links)
• Fast robust feature screening for ultrahigh-dimensional varying coefficient models (Q5106814) (← links)
• Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients (Q5111851) (← links)
• Robust variable selection for the varying coefficient model based on composite<i>L</i>₁–<i>L</i>₂regression (Q5129091) (← links)
• An alternative circular smoothing method to nonparametric estimation of periodic functions (Q5138114) (← links)
• Empirical likelihood inferences for varying coefficient partially nonlinear models (Q5138550) (← links)
• A varying coefficient approach to estimating hedonic housing price functions and their quantiles (Q5138682) (← links)
• Dynamic modelling and coherent forecasting of mortality rates: a time-varying coefficient spatial-temporal autoregressive approach (Q5140653) (← links)
• Principal varying coefficient estimator for high-dimensional models (Q5205848) (← links)
• (Q5214246) (← links)
• Sequential model selection method for nonparametric autoregression (Q5215360) (← links)
• Adjusting for baseline information in comparing the efficacy of treatments using bivariate varying-coefficient models (Q5228597) (← links)
• FSEM: Functional Structural Equation Models for Twin Functional Data (Q5229916) (← links)
• Parametrically guided estimation in nonparametric varying coefficient models with quasi-likelihood (Q5256286) (← links)
• Structural identification and variable selection in high-dimensional varying-coefficient models (Q5266564) (← links)
• Varying Coefficient Models Revisited: An Econometric View (Q5280078) (← links)
• Forecasting credit ratings with the varying-coefficient model (Q5400665) (← links)
• Predicting issuer credit ratings using generalized estimating equations (Q5746771) (← links)
• Partial correlation screening for varying coefficient models (Q5855708) (← links)
• Semiparametric transition models (Q5865519) (← links)
• AdaBoost Semiparametric Model Averaging Prediction for Multiple Categories (Q5881103) (← links)
• Generalized varying index coefficient models (Q5964590) (← links)
• Regression analysis of mixed sparse synchronous and asynchronous longitudinal covariates with varying-coefficient models (Q5981026) (← links)
• Varying Coefficient Regression Models: A Review and New Developments (Q6064064) (← links)
• A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series (Q6064410) (← links)
• Unified variable selection for varying coefficient models with longitudinal data (Q6076833) (← links)
• Empirical Likelihood Ratio Tests for Varying Coefficient Geo Models (Q6086182) (← links)
• Bayesian modelling of time-varying conditional heteroscedasticity (Q6117927) (← links)
• Quantile varying-coefficient structural equation model (Q6122758) (← links)