The following pages link to (Q4277836):
Displaying 50 items.
- Variance function additive partial linear models (Q902215) (← links)
- Semi-parametric efficiency bounds for regression models under response-selective sampling: the profile likelihood approach (Q907057) (← links)
- Genome-wide significance levels and weighted hypothesis testing (Q908107) (← links)
- On the semiparametric efficiency of the Scott-Wild estimator under choice-based and two-phase sampling (Q933896) (← links)
- Moment estimation in a semiparametric generalized linear model (Q945814) (← links)
- Asymptotic theory for maximum likelihood in nonparametric mixture models (Q951805) (← links)
- Efficient estimation for the proportional hazards model with bivariate current status data (Q953242) (← links)
- Score test of fit for composite hypothesis in the GARCH\((1,1)\) model (Q958816) (← links)
- Minimum Hellinger distance estimation in a two-sample semiparametric model (Q962207) (← links)
- A multiple imputation approach to the analysis of interval-censored failure time data with the additive hazards model (Q962362) (← links)
- On \(L^{\infty }\) convergence of Neumann series approximation in missing data problems (Q968475) (← links)
- Asymptotic properties of the maximum likelihood estimator for the proportional hazards model with doubly censored data (Q968486) (← links)
- On sparse estimation for semiparametric linear transformation models (Q972891) (← links)
- A modification of profile empirical likelihood for the exponential-tilt model (Q973182) (← links)
- On an asymptotically more efficient estimation of the single-index model (Q979243) (← links)
- A full likelihood procedure of exchangeable negative binomials for modelling correlated and overdispersed count data (Q984642) (← links)
- Sieve estimation of constant and time-varying coefficients in nonlinear ordinary differential equation models by considering both numerical error and measurement error (Q988009) (← links)
- Sieve maximum likelihood estimation for doubly semiparametric zero-inflated Poisson models (Q990888) (← links)
- Differentiation of sets in measure (Q996889) (← links)
- Nonconcave penalized inverse regression in single-index models with high dimensional predic\-tors (Q1006667) (← links)
- Partially linear models and polynomial spline approximations for the analysis of unbalanced panel data (Q1007448) (← links)
- On the use of the bootstrap for estimating functions with functional data (Q1010446) (← links)
- Estimation of survival quantiles in two-stage randomization designs (Q1011545) (← links)
- Evolution in games with a continuous action space (Q1014320) (← links)
- Extending the scope of empirical likelihood (Q1018635) (← links)
- Dimension reduction for nonelliptically distributed predictors (Q1018641) (← links)
- Robust hypothesis tests for independence in community assembly (Q1024760) (← links)
- Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations (Q1026361) (← links)
- Maximum likelihood estimation in the proportional hazards cure model (Q1029656) (← links)
- Optimal robust influence functions in semiparametric regression (Q1036723) (← links)
- Improving efficient marginal estimators in bivariate models with parametric marginals (Q1038442) (← links)
- An integral transform method for estimating the central mean and central subspaces (Q1041081) (← links)
- Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
- Testing nonparametric statistical functionals with applications to rank tests (Q1125545) (← links)
- On asymptotic minimaxity of Kolmogorov and omega-square tests (Q1129423) (← links)
- Root-\(n\)-consistent and efficient estimation in semiparametric additive regression models (Q1129459) (← links)
- Semiparametric estimation in the multivariate Liouville model. (Q1264500) (← links)
- Stochastic panel frontiers: A semiparametric approach (Q1298450) (← links)
- Improving weighted least-squares estimates in heteroscedastic linear regression when the variance is a function of the mean response (Q1298891) (← links)
- Efficient and adaptive post-model-selection estimators (Q1298924) (← links)
- Properties of test statistics applied to residuals in failure time models (Q1298953) (← links)
- Asymptotic Bayesian analysis based on a limited information estimator (Q1305680) (← links)
- Asymptotically efficient estimation in the Wicksell problem (Q1307107) (← links)
- An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process (Q1336526) (← links)
- A regression approach for estimating the center of symmetry (Q1344817) (← links)
- Outperforming the Gibbs sampler empirical estimator for nearest-neighbor random fields (Q1354360) (← links)
- Mean residual life processes (Q1354407) (← links)
- Empirical process approach in a two-sample location-scale model with censored data (Q1354483) (← links)
- Linear regression with doubly censored data (Q1354489) (← links)
- Adaptive estimation in time-series models (Q1359426) (← links)
