The following pages link to (Q3995968):
Displaying 31 items.
- Instrumental values (Q280227) (← links)
- An algorithm for computing estimators that optimize step functions (Q951874) (← links)
- Quantile regression, Box-Cox transformation model and the U.S. wage structure, 1963--1987 (Q1343135) (← links)
- A limit theorem for a smooth class of semiparametric estimators (Q1343139) (← links)
- Bayes WESML. Posterior inference from choice-based samples (Q1362482) (← links)
- Empirically relevant critical values for hypothesis tests: A bootstrap approach (Q1574222) (← links)
- A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables (Q1606444) (← links)
- Optimal hedging via large deviation (Q1673025) (← links)
- Estimation of best predictors of binary response (Q1825570) (← links)
- The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis. (Q1858925) (← links)
- Connections between entropic and linear projections in asset pricing estimation (Q1858932) (← links)
- Semiparametric instrumental variable estimation of treatment response models. (Q1869857) (← links)
- Estimation in semiparametric models using an auxiliary model (Q1907862) (← links)
- Case-control studies with contaminated controls (Q1915443) (← links)
- Smoothing bias in the measurement of marginal effects (Q1915463) (← links)
- Confidence intervals in a regression with both linear and non-linear terms (Q1952201) (← links)
- Doubly robust semiparametric inference using regularized calibrated estimation with high-dimensional data (Q2137036) (← links)
- Analysis of odds, probability, and hazard ratios: from \(2\) by \(2\) tables to two-sample survival data (Q2156822) (← links)
- On doubly robust estimation for logistic partially linear models (Q2273735) (← links)
- On multivariate quantile regression analysis (Q2324263) (← links)
- Least trimmed squares in nonlinear regression under dependence (Q2500649) (← links)
- Semiparametric identification of binary decision games of incomplete information with correlated private signals (Q2511795) (← links)
- Discrete choice and stochastic utility maximization (Q4439295) (← links)
- Correcting for non-compliance in randomized trials using structural nested mean models (Q4843693) (← links)
- \(S\)-estimation of nonlinear regression models with dependent and heterogeneous observations (Q5939169) (← links)
- Estimation in discrete parameter models (Q5962693) (← links)
- Unsupervised segmentation of PolSAR data with complex Wishart and \(\mathcal{G}^0_m\) distributions and Shannon entropy (Q6085188) (← links)
- Consistent and robust inference in hazard probability and odds models with discrete-time survival data (Q6164148) (← links)
- Semi-supervised logistic learning based on exponential tilt mixture models (Q6541612) (← links)
- Discerning Solution Concepts for Discrete Games (Q6617818) (← links)
- Direct and Indirect Effects based on Changes-in-Changes (Q6620867) (← links)
