Pages that link to "Item:Q850718"

The following pages link to Profile likelihood inferences on semiparametric varying-coefficient partially linear models (Q850718):

Displaying 50 items.

• Time-varying coefficient model estimation through radial basis functions (Q5093028) (← links)
• Simultaneous variable selection and structural identification for time‐varying coefficient models (Q5095822) (← links)
• Correlation analysis with additive distortion measurement errors (Q5106810) (← links)
• Multiplicative distortion measurement errors linear models with general moment identifiability condition (Q5107709) (← links)
• Principal single-index varying-coefficient models for dimension reduction in quantile regression (Q5107741) (← links)
• Spatial autoregressive partially linear varying coefficient models (Q5114482) (← links)
• Empirical likelihood for generalized partially linear varying-coefficient models (Q5124845) (← links)
• Variable selection for partially varying coefficient single-index model (Q5129142) (← links)
• Nonparametric estimation of varying-coefficient single-index models (Q5130145) (← links)
• Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data (Q5130356) (← links)
• Empirical likelihood inferences for varying coefficient partially nonlinear models (Q5138550) (← links)
• Multiple-index varying-coefficient models for longitudinal data (Q5138681) (← 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)
• (Q5156826) (← links)
• Statistical inference for heteroscedastic semi-varying coefficient EV models (Q5160188) (← links)
• Empirical likelihood inference in mixture of semiparametric varying-coefficient models for longitudinal data with non-ignorable dropout (Q5169793) (← links)
• SIGNIFICANT VARIABLE SELECTION AND AUTOREGRESSIVE ORDER DETERMINATION FOR TIME‐SERIES PARTIALLY LINEAR MODELS (Q5176852) (← links)
• Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data (Q5220801) (← links)
• Improved statistical inference on semiparametric varying-coefficient partially linear measurement error model (Q5228591) (← links)
• A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model (Q5231514) (← links)
• Efficient semiparametric regression for longitudinal data with regularised estimation of error covariance function (Q5240635) (← links)
• Semi Varying Coefficient Zero-Inflated Generalized Poisson Regression Model (Q5249182) (← links)
• Efficient Estimation in Heteroscedastic Partially Linear Varying Coefficient Models (Q5259138) (← links)
• Empirical likelihood confidence regions for semi-varying coefficient models with linear process errors (Q5299872) (← links)
• B-spline estimation for semiparametric varying-coefficient partially linear regression with spatial data (Q5299882) (← links)
• Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression (Q5299893) (← links)
• Statistical inference for varying-coefficient models with error-prone covariates (Q5300713) (← links)
• Variable selection in partially time-varying coefficient models (Q5321918) (← links)
• Confidence interval for the bootstrap<i>P</i>-value and sample size calculation of the bootstrap test (Q5321923) (← links)
• (Q5323643) (← links)
• Local rank estimation and related test for varying-coefficient partially linear models (Q5419461) (← links)
• Applications of Additive Semivarying Coefficient Models: Monthly Suicide Data from Hong Kong (Q5434896) (← links)
• Generalized likelihood ratio tests for the structure of semiparametric additive models (Q5449240) (← links)
• A new estimation procedure for a partially nonlinear model via a mixed‐effects approach (Q5449241) (← links)
• A semivarying joint model for longitudinal binary and continuous outcomes (Q5507346) (← links)
• Estimation and Inference Procedures for Semiparametric Distribution Models with Varying Linear‐Index (Q5738834) (← links)
• Variable selection for partially time-varying coefficient error-in-variables models (Q5739665) (← links)
• DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS (Q5741626) (← links)
• Semiparametric inferences for panel data models with fixed effects via nearest neighbor difference transformation (Q5862515) (← links)
• Semiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models (Q5863559) (← links)
• Estimation of semi-varying coefficient models with nonstationary regressors (Q5864467) (← links)
• Nonparametric multidimensional fixed effects panel data models (Q5865515) (← links)
• Semiparametric transition models (Q5865519) (← links)
• Estimation of semi-varying coefficient error-in-variable models with surrogate data and validation sample (Q5867456) (← links)
• AdaBoost Semiparametric Model Averaging Prediction for Multiple Categories (Q5881103) (← links)
• Sparse Learning and Structure Identification for Ultrahigh-Dimensional Image-on-Scalar Regression (Q5881979) (← links)
• Composite quantile regression for heteroscedastic partially linear varying-coefficient models with missing censoring indicators (Q5887980) (← links)
• Model Checking in Large-Scale Dataset via Structure-Adaptive-Sampling (Q6039876) (← links)