The following pages link to An adaptive estimation of MAVE (Q643296):
Displaying 16 items.
- Semiparametric mixtures of regressions with single-index for model based clustering (Q158418) (← links)
- Sufficient dimension reduction based on an ensemble of minimum average variance estimators (Q450007) (← links)
- Robust estimation and variable selection in sufficient dimension reduction (Q1658471) (← links)
- Minimum average variance estimation with group Lasso for the multivariate response central mean subspace (Q2034465) (← links)
- Robust MAVE through nonconvex penalized regression (Q2242015) (← links)
- Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity (Q2280590) (← links)
- Adaptive estimation for varying coefficient models (Q2348441) (← links)
- Variable selection through adaptive MAVE (Q2407490) (← links)
- Robust estimation and variable selection for varying-coefficient single-index models based on modal regression (Q2816857) (← links)
- Adaptive PORT–MVRB estimation: an empirical comparison of two heuristic algorithms (Q2862408) (← links)
- Kernel Density-Based Linear Regression Estimate (Q2873947) (← links)
- Robust linear regression: A review and comparison (Q4638820) (← links)
- Robust estimation for partial linear single-index models (Q5030946) (← links)
- A multi-step kernel–based regression estimator that adapts to error distributions of unknown form (Q5079205) (← links)
- Dimension reduction via local rank regression (Q5106774) (← links)
- Projection expectile regression for sufficient dimension reduction (Q6167053) (← links)
