Pages that link to "Item:Q2429932"

The following pages link to New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models (Q2429932):

Displaying 50 items.

• Measuring the symmetry of model errors for varying coefficient regression models based on correlation coefficient (Q5082969) (← links)
• Shrinkage estimation for identification of linear components in composite quantile additive models (Q5083888) (← links)
• Estimation and inference for varying coefficient partially nonlinear errors-in-variables models (Q5084976) (← links)
• Structure identification and variable selection in geographically weighted regression models (Q5106911) (← links)
• Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients (Q5111851) (← links)
• Quantile regression and variable selection for the single-index model (Q5128663) (← links)
• Sparse group variable selection based on quantile hierarchical Lasso (Q5128673) (← links)
• Robust variable selection for the varying coefficient model based on composite<i>L</i>₁–<i>L</i>₂regression (Q5129091) (← links)
• Local composite quantile regression estimation of time-varying parameter vector for multidimensional time-inhomogeneous diffusion models (Q5130541) (← links)
• Empirical likelihood inferences for varying coefficient partially nonlinear models (Q5138550) (← links)
• Bias-corrected estimations in varying-coefficient partially nonlinear models with measurement error in the nonparametric part (Q5139019) (← links)
• Weighted composite quantile regression for partially linear varying coefficient models (Q5154052) (← links)
• (Q5156825) (← links)
• Quickly variable selection for varying coefficient models with missing response at random (Q5160177) (← links)
• Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data (Q5220801) (← links)
• A note on the efficiency of composite quantile regression (Q5222410) (← links)
• Semiparametric Hierarchical Composite Quantile Regression (Q5259108) (← links)
• Empirical likelihood weighted composite quantile regression with partially missing covariates (Q5266558) (← links)
• B-spline estimation for semiparametric varying-coefficient partially linear regression with spatial data (Q5299882) (← links)
• The connection between cross-validation and Akaike information criterion in a semiparametric family (Q5299889) (← links)
• Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression (Q5299893) (← links)
• Robust Variable Selection With Exponential Squared Loss (Q5327292) (← links)
• Focused information criterion and model averaging based on weighted composite quantile regression (Q5418630) (← links)
• Local rank estimation and related test for varying-coefficient partially linear models (Q5419461) (← links)
• Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method (Q5861495) (← links)
• Bayesian quantile semiparametric mixed-effects double regression models (Q5880094) (← links)
• Discussion of ‘A selective review of statistical methods using calibration information from similar studies’ (Q5880125) (← links)
• Composite quantile regression for heteroscedastic partially linear varying-coefficient models with missing censoring indicators (Q5887980) (← links)
• Partially linear additive quantile regression in ultra-high dimension (Q5963523) (← links)
• Automatic variable selection for semiparametric spatial autoregressive model (Q6049848) (← links)
• Quantile regression of ultra-high dimensional partially linear varying-coefficient model with missing observations (Q6053998) (← links)
• Improved composite quantile regression and variable selection with nonignorable dropouts (Q6063736) (← links)
• Varying Coefficient Regression Models: A Review and New Developments (Q6064064) (← links)
• Variable selection via composite quantile regression with dependent errors (Q6066191) (← links)
• Global debiased DC estimations for biased estimators via pro forma regression (Q6075574) (← links)
• Combining primary cohort data with external aggregate information without assuming comparability (Q6076514) (← links)
• Distributed penalized modal regression for massive data (Q6076832) (← links)
• Sequential change point detection for high‐dimensional data using nonconvex penalized quantile regression (Q6091721) (← links)
• Semiparametric partially linear varying coefficient modal regression (Q6108288) (← links)
• Nonparametric inference on smoothed quantile regression process (Q6111522) (← links)
• Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction (Q6113515) (← links)
• Variable selection for nonparametric quantile regression via measurement error model (Q6120382) (← links)
• Two-stage Walsh-average-based robust estimation and variable selection for partially linear additive spatial autoregressive models (Q6138715) (← links)
• Jackknife empirical likelihood of error variance for partially linear varying-coefficient model with missing covariates (Q6160998) (← links)
• Composite quantile regression analysis of survival data with missing cause-of-failure information and its application to breast cancer clinical trial (Q6168918) (← links)
• Asymptotics for penalized spline estimators in quantile regression (Q6169377) (← links)
• Model averaging for semiparametric varying coefficient quantile regression models (Q6173731) (← links)
• Estimation and variable selection for generalized functional partially varying coefficient hybrid models (Q6494432) (← links)
• Additive partially linear models for ultra-high-dimensional regression (Q6541498) (← links)
• Analysis of global and local optima of regularized quantile regression in high dimensions: a subgradient approach (Q6542443) (← links)