The following pages link to (Q4315271):
Displaying 50 items.
- Semiparametric models for capture-recapture studies with covariates (Q957051) (← links)
- PLS regression on a stochastic process (Q957099) (← links)
- Penalized spline smoothing in multivariable survival models with varying coefficients (Q957190) (← links)
- A model for non-parametric spatially varying regression effects (Q959170) (← links)
- Bayesian curve estimation by model averaging (Q959195) (← links)
- Alternative approaches to study lifetime data under different scenarios: from the PH to the modified semiparametric AFT model (Q959251) (← links)
- Performing hypothesis tests on the shape of functional data (Q959270) (← links)
- A class of template splines (Q959429) (← links)
- Conditional mean estimation under asymmetric and heteroscedastic error by linear combination of quantile regressions (Q959439) (← links)
- Boosting additive models using component-wise P-splines (Q961113) (← links)
- Parametrization and penalties in spline models with an application to survival analysis (Q961170) (← links)
- A fast compact algorithm for cubic spline smoothing (Q961215) (← links)
- Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria (Q961386) (← links)
- Smooth-CAR mixed models for spatial count data (Q961733) (← links)
- Smoothing sample extremes: the mixed model approach (Q961868) (← links)
- Bayesian nonparametric quantile regression using splines (Q962367) (← links)
- Parameter cascades and profiling in functional data analysis (Q964612) (← links)
- Simultaneous confidence band and hypothesis test in generalised varying-coefficient models (Q972894) (← links)
- Detection of a change point based on local-likelihood (Q972895) (← links)
- QML estimators in linear regression models with functional coefficient autoregressive processes (Q980670) (← links)
- Estimation in partially linear models with missing responses at random (Q996987) (← links)
- Efficient approximate leave-one-out cross-validation for kernel logistic regression (Q1009261) (← links)
- Efficient estimation of adaptive varying-coefficient partially linear regression model (Q1012226) (← links)
- Functional principal component analysis via regularized Gaussian basis expansions and its application to unbalanced data (Q1015889) (← links)
- Improving the robustness of fractional polynomial models by preliminary covariate transformation: a pragmatic approach (Q1020079) (← links)
- Parametric and semi-parametric approaches in the analysis of short-term effects of air pollution on health (Q1020093) (← links)
- Knot selection by boosting techniques (Q1020124) (← links)
- Smooth functions and local extreme values (Q1020189) (← links)
- Computation of estimates in segmented regression and a liquidity effect model (Q1020755) (← links)
- Signal extraction and filtering by linear semiparametric methods (Q1020896) (← links)
- Varying-coefficient single-index model (Q1023472) (← links)
- Fitting generalized linear models with unspecified link function: a P-spline approach (Q1023583) (← links)
- Adaptive functional mixed NHPP models for the analysis of recurrent event panel data (Q1023705) (← links)
- Increasing the usefulness of additive spline models by knot removal (Q1023906) (← links)
- Bayesian hierarchical linear mixed models for additive smoothing splines (Q1029658) (← links)
- A recipe for robust estimation using pseudo data (Q1031778) (← links)
- Heteroscedasticity check in nonlinear semiparametric models based on nonparametric variance function (Q1032803) (← links)
- Scattered data reconstruction by regularization in B-spline and associated wavelet spaces (Q1034074) (← links)
- Estimation of trend in state-space models: asymptotic mean square error and rate of convergence (Q1043710) (← links)
- High-dimensional additive modeling (Q1043712) (← links)
- Local quasi-likelihood with a parametric guide (Q1043727) (← links)
- Maximum likelihood restoration and choice of smoothing parameter in deconvolution of image data subject to Poisson noise. (Q1129135) (← links)
- Smoothing non-Gaussian time series with autoregressive structure. (Q1275101) (← links)
- Direct generalized additive modeling with penalized likelihood. (Q1275102) (← links)
- Rank estimators for monotonic index models (Q1298455) (← links)
- Parametric covariance models for shock-induced stochastic processes (Q1298942) (← links)
- Semiparametric regression model selections. (Q1298946) (← links)
- Semiparametric regression under long-range dependent errors. (Q1304373) (← links)
- Semiparametric approximation methods in multivariate model selection (Q1347855) (← links)
- Using specially designed exponential families for density estimation (Q1354440) (← links)
