Pages that link to "Item:Q4733276"

The following pages link to Semiparametric Estimation of Index Coefficients (Q4733276):

Displaying 50 items.

• The EFM approach for single-index models (Q638808) (← links)
• Semiparametric estimation for weighted average derivatives with responses missing at random (Q643413) (← links)
• Variable selection in a class of single-index models (Q652608) (← links)
• Semiparametric estimation of a simultaneous game with incomplete information (Q736537) (← links)
• Composite quantile regression for single-index models with asymmetric errors (Q736595) (← links)
• Root-\(N\)-consistent estimation of fixed-effect panel data transformation models with censoring (Q736701) (← links)
• Characterization of the asymptotic distribution of semiparametric M-estimators (Q737241) (← links)
• Estimating features of a distribution from binomial data (Q737897) (← links)
• Semiparametric estimation of a bivariate Tobit model (Q738087) (← links)
• Semiparametric estimation of Markov decision processes with continuous state space (Q738126) (← links)
• Inferring welfare maximizing treatment assignment under budget constraints (Q738143) (← links)
• Semiparametric estimation of a truncated regression model (Q738154) (← links)
• \(\sqrt{n}\)-uniformly consistent density estimation in nonparametric regression models (Q738156) (← links)
• Empirical likelihood for average derivatives of hazard regression functions (Q745425) (← links)
• Nonparametric estimation of the link function including variable selection (Q746233) (← links)
• Estimation for a marginal generalized single-index longitudinal model (Q764497) (← links)
• Semiparametric likelihood estimation in survival models with informative censoring (Q765840) (← links)
• Adaptive semiparametric estimation for single index models with jumps (Q830618) (← links)
• Series estimation under cross-sectional dependence (Q894633) (← links)
• Finite sample behavior of a sieve profile estimator in the single index mode (Q895013) (← links)
• Isotonic single-index model for high-dimensional database marketing (Q957060) (← links)
• Penalized quadratic inference functions for single-index models with longitudinal data (Q958914) (← links)
• Testing the equality of linear single-index models (Q962211) (← links)
• Single-index regression models with right-censored responses (Q1007489) (← links)
• An integral transform method for estimating the central mean and central subspaces (Q1041081) (← links)
• Inference of change-point in single index models (Q1042765) (← links)
• Optimal bandwidth choice for density-weighted averages (Q1126477) (← links)
• A nonparametric test for poolability using panel data (Q1126479) (← links)
• Distribution theory for the analysis of binary choice under uncertainty with nonparametric estimation of expectations (Q1209890) (← links)
• Semiparametric estimation of censored selection models with a nonparametric selection mechanism (Q1260680) (← links)
• Semiparametric estimation of a work-trip mode choice model (Q1260682) (← links)
• Nonparametric identification and estimation of polychotomous choice models (Q1260685) (← links)
• On the computation of semiparametric estimates in limited dependent variable models (Q1260688) (← links)
• Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable (Q1298464) (← links)
• Distribution-free estimation of the random coefficient dummy endogenous variable model (Q1298482) (← links)
• Dimension-reduction type test for linearity of a stochastic regression model (Q1299826) (← links)
• Consistent model specification tests for time series econometric models (Q1302761) (← links)
• Testing serial correlation in semiparametric panel data models (Q1305628) (← links)
• Misclassification of the dependent variable in a discrete-response setting (Q1305631) (← links)
• Specification test for binary choice models based on index quantiles (Q1314480) (← links)
• Non-parametric test of derivative restrictions robust to functional misspecification (Q1331512) (← links)
• Nonparametric estimation of joint discrete-continuous probability densities with applications (Q1338379) (← links)
• Semiparametric instrumental variable estimation of simultaneous equation sample selection models (Q1341182) (← links)
• Semiparametric estimation from time series with long-range dependence (Q1341199) (← links)
• A limit theorem for a smooth class of semiparametric estimators (Q1343139) (← links)
• Semiparametric maximum likelihood estimation of polychotomous and sequential choice models (Q1343376) (← links)
• Consistent estimation of density-weighted average derivative by orthogonal series method (Q1347180) (← links)
• On average derivative quantile regression (Q1359420) (← links)
• Semiparametric estimation of the type-3 Tobit model (Q1367136) (← links)
• Alternative models for stock price dynamics. (Q1398979) (← links)