Pages that link to "Item:Q392053"
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The following pages link to Estimation and inference of semi-varying coefficient models with heteroscedastic errors (Q392053):
Displaying 20 items.
- Robust structure identification and variable selection in partial linear varying coefficient models (Q274040) (← links)
- Statistical inference for heteroscedastic semi-varying coefficient EV models under restricted condition (Q725672) (← links)
- Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors (Q1663270) (← links)
- Statistical inference for the heteroscedastic partially linear varying-coefficient errors-in-variables model with missing censoring indicators (Q2045294) (← links)
- Weighted bias-corrected restricted statistical inference for heteroscedastic semiparametric varying-coefficient errors-in-variables model (Q2132047) (← links)
- On the semi-varying coefficient dynamic panel data model with autocorrelated errors (Q2143011) (← links)
- Averaged and integrated estimations of varying-coefficient regression models with dependent observations (Q2296555) (← links)
- Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models (Q2315946) (← links)
- Semi-parametric Efficient Inference for Heteroscedastic Semivarying-coefficient Models (Q2931582) (← links)
- (Q3169941) (← links)
- Adaptive-weighted estimation of semi-varying coefficient models with heteroscedastic errors (Q3389653) (← links)
- Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models (Q4606959) (← links)
- Semivarying coefficient least-squares support vector regression for analyzing high-dimensional gene-environmental data (Q5036421) (← links)
- Estimation in partial linear model with spline modal function (Q5082778) (← links)
- Statistical inference for heteroscedastic semi-varying coefficient EV models (Q5160188) (← links)
- Re-weighting estimation of the coefficients in the varying coefficient model with heteroscedastic errors (Q5222451) (← links)
- Robust bootstrap estimates in heteroscedastic semi-varying coefficient models and applications in analyzing Australia CPI data (Q5358330) (← links)
- Estimation of semi-varying coefficient models with nonstationary regressors (Q5864467) (← links)
- Estimation of semi-varying coefficient error-in-variable models with surrogate data and validation sample (Q5867456) (← links)
- Bivariate functional patterns of lifetime medicare costs among ESRD patients (Q6616409) (← links)
