Pages that link to "Item:Q4733276"

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

Displaying 50 items.

• Estimation and specification testing in female labor participation models: parametric and semiparametric methods (Q4355167) (← links)
• A CONSISTENT MODEL SPECIFICATION TEST FOR A REGRESSION FUNCTION BASED ON NONPARAMETRIC WAVELET ESTIMATION (Q4406235) (← links)
• A MODIFIED AVERAGE DERIVATIVES ESTIMATOR (Q4406239) (← links)
• Semiparametric estimation of censored transformation models (Q4435702) (← links)
• Multivariate local polynomial regression for estimating average derivatives (Q4470134) (← links)
• Double kernel nonparametric estimation in semlparametric econometric models (Q4551600) (← links)
• ROOT-N CONSISTENCY OF INTERCEPT ESTIMATORS IN A BINARY RESPONSE MODEL UNDER TAIL RESTRICTIONS (Q4554601) (← links)
• High-dimensional estimation with geometric constraints: Table 1. (Q4603716) (← links)
• ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS (Q4637609) (← links)
• AVERAGE DERIVATIVES FOR HAZARD FUNCTIONS (Q4653556) (← links)
• Testing symmetry in nonparametric regression models (Q4804987) (← links)
• Residual information criterion for single-index model selections (Q4819559) (← links)
• Nonparametric estimation of welfare changes (Q4853093) (← links)
• Rank estimation of partially linear index models (Q4913917) (← links)
• Probability inequalities in multivariate distributions (Q4935452) (← links)
• Estimating coefficients of single-index regression models by minimizing variation (Q4960549) (← links)
• Tobit model estimation and sliced inverse regression (Q4970877) (← links)
• Linear transformation models for interval-censored data (Q4970925) (← links)
• SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES (Q4979938) (← links)
• Efficient estimation in heteroscedastic single-index models (Q5012347) (← links)
• NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION (Q5012627) (← links)
• A NONPARAMETRIC TEST OF SIGNIFICANT VARIABLES IN GRADIENTS (Q5012630) (← links)
• AVERAGE DERIVATIVE ESTIMATION UNDER MEASUREMENT ERROR (Q5012631) (← links)
• Demystifying Statistical Learning Based on Efficient Influence Functions (Q5050848) (← links)
• Two-stage local rank estimation for generalised partially linear varying-coefficient models (Q5051323) (← links)
• AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY (Q5059132) (← links)
• Extreme Quantile Estimation Based on the Tail Single-index Model (Q5066779) (← links)
• Wavelet-based estimation in a semiparametric regression model (Q5076037) (← links)
• A Simple Estimator for Binary Choice Models with Endogenous Regressors (Q5080526) (← links)
• Identification and Identification Failure for Treatment Effects Using Structural Systems (Q5080548) (← links)
• Quantile regression for massive data with network-induced dependence, and application to the New York statewide planning and research cooperative system (Q5081038) (← links)
• NONPARAMETRIC SIGNIFICANCE TESTING IN MEASUREMENT ERROR MODELS (Q5081788) (← links)
• NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE (Q5081789) (← links)
• Bayesian single-index quantile regression for ordinal data (Q5088044) (← links)
• IDENTIFICATION AND ESTIMATION IN A CORRELATED RANDOM COEFFICIENTS TRANSFORMATION MODEL (Q5104478) (← links)
• Bayesian nonparametric modelling of the link function in the single-index model using a Bernstein–Dirichlet process prior (Q5107523) (← links)
• (Q5149019) (← links)
• Efficient estimation for time-dynamic longitudinal single-index model (Q5160286) (← links)
• OPTIMAL BANDWIDTH CHOICE FOR ESTIMATION OF INVERSE CONDITIONAL–DENSITY–WEIGHTED EXPECTATIONS (Q5187623) (← links)
• Testing heteroscedasticity in nonlinear and nonparametric regressions (Q5192952) (← links)
• Bayesian Tobit quantile regression with single-index models (Q5220786) (← links)
• The LLN and CLT for U-statistics under cross-sectional dependence (Q5221305) (← links)
• SMOOTHED QUANTILE REGRESSION PROCESSES FOR BINARY RESPONSE MODELS (Q5221311) (← links)
• PROPERTIES OF DOUBLY ROBUST ESTIMATORS WHEN NUISANCE FUNCTIONS ARE ESTIMATED NONPARAMETRICALLY (Q5243488) (← links)
• Testing Serial Correlation in Single Index Models (Q5259146) (← links)
• Semiparametric inference for the recurrent events process by means of a single-index model (Q5263984) (← links)
• Semiparametric estimation of moment condition models with weakly dependent data (Q5266557) (← links)
• Direction Estimation in a General Regression Model with Discrete Predictors (Q5283092) (← links)
• LOCAL PARTITIONED QUANTILE REGRESSION (Q5357398) (← links)
• ASYMPTOTICALLY EFFICIENT ESTIMATION OF WEIGHTED AVERAGE DERIVATIVES WITH AN INTERVAL CENSORED VARIABLE (Q5357403) (← links)