Pages that link to "Item:Q4701047"
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The following pages link to Large sample theory of the estimation of the error distribution for a semiparametric model (Q4701047):
Displaying 17 items.
- Asymptotics for the distribution function estimators of the errors in semi-parametric regression models (Q488926) (← links)
- An asymptotic theory for semiparametric generalized least squares estimation in partially linear regression models (Q816533) (← links)
- Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models (Q1017635) (← links)
- Large sample theory of empirical distributions in biased sampling models (Q1118284) (← links)
- Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors (Q1432849) (← links)
- Large sample theory of maximum likelihood estimates in semiparametric biased sampling models. (Q1848773) (← links)
- RCV-based error density estimation in the ultrahigh dimensional additive model (Q2133638) (← links)
- Robust error density estimation in ultrahigh dimensional sparse linear model (Q2150677) (← links)
- Error density estimation in high-dimensional sparse linear model (Q2304251) (← links)
- Semiparametric generalized least squares estimation in partially linear regression models with correlated errors (Q2433821) (← links)
- Iterative weighted semiparametric least squares estimation in repeated measurement partially linear regression models (Q2508009) (← links)
- Fitting semiparametric random effects models to large data sets (Q2839002) (← links)
- On inference for a semiparametric partially linear regression model with serially correlated errors (Q3512631) (← links)
- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS (Q3614906) (← links)
- Jackknife Estimation for Smooth Functions of the Parametric Component in Partially Linear Regression Models (Q4414365) (← links)
- PARAMETER ESTIMATION IN A PARTLY LINEAR REGRESSION MODEL WITH RANDOM COEFFICIENT AUTOREGRESSIVE ERRORS (Q4449051) (← links)
- Block external bootstrap in partially linear models with nonstationary strong mixing error terms (Q4673112) (← links)
