Pages that link to "Item:Q850718"
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The following pages link to Profile likelihood inferences on semiparametric varying-coefficient partially linear models (Q850718):
Displaying 50 items.
- Estimation and testing for partially linear single-index models (Q95718) (← links)
- Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data (Q257640) (← links)
- The focused information criterion for varying-coefficient partially linear measurement error models (Q259667) (← links)
- A new variable selection approach for varying coefficient models (Q267654) (← links)
- Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method (Q268292) (← links)
- Model detection and variable selection for varying coefficient models with longitudinal data (Q270128) (← links)
- Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors (Q272074) (← links)
- Robust structure identification and variable selection in partial linear varying coefficient models (Q274040) (← links)
- Testing for change points in partially linear models (Q277056) (← links)
- Hypothesis test for the parameters of linear part in the partial linear EV model (Q277115) (← links)
- Functional-coefficient models for nonstationary time series data (Q301966) (← links)
- Parameter estimation for a generalized semiparametric model with repeated measurements (Q312586) (← links)
- Zero-inefficiency stochastic frontier models with varying mixing proportion: a semiparametric approach (Q321114) (← links)
- Semiparametric varying-coefficient model with right-censored and length-biased data (Q321921) (← links)
- Asymptotic normality of DHD estimators in a partially linear model (Q345349) (← links)
- Adjusted empirical likelihood for varying coefficient partially linear models with censored data (Q355660) (← links)
- Sharp deviation bounds for quadratic forms (Q359864) (← links)
- A loss function approach to model specification testing and its relative efficiency (Q366964) (← links)
- Penalized profiled semiparametric estimating functions (Q377668) (← links)
- Partially linear varying coefficient models with missing at random responses (Q379987) (← links)
- Identification for semiparametric varying coefficient partially linear models (Q385083) (← links)
- Generalized profile LSE in varying-coefficient partially linear models with measurement errors (Q385176) (← links)
- Estimation of semi-varying coefficient model with surrogate data and validation sampling (Q385213) (← links)
- Variable selection in high-dimensional quantile varying coefficient models (Q391871) (← links)
- Estimation of the covariance matrix in multivariate partially linear models (Q391951) (← links)
- Estimation and inference of semi-varying coefficient models with heteroscedastic errors (Q392053) (← links)
- Estimation and inference for varying coefficient partially nonlinear models (Q394115) (← links)
- Variable selection of the quantile varying coefficient regression models (Q395876) (← links)
- Equivalence of two tests in varying coefficient partially linear errors in variable model with missing responses (Q395940) (← links)
- Testing for the parametric component of partially linear EV models under random censorship (Q397199) (← links)
- Generalized partially linear varying coefficient models with multiple smoothing variables (Q397217) (← links)
- Efficient estimation of varying coefficient seemly unrelated regression model (Q403455) (← links)
- Projection-type estimation for varying coefficient regression models (Q408095) (← links)
- Error covariance matrix correction based approach to functional coefficient regression models with generated covariates (Q413779) (← links)
- Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates (Q419271) (← links)
- Variable selection in semiparametric regression analysis for longitudinal data (Q421404) (← links)
- Statistical inference for restricted partially linear varying coefficient errors-in-variables models (Q433783) (← links)
- Parametric component detection and variable selection in varying-coefficient partially linear models (Q450863) (← links)
- Partially linear varying coefficient models stratified by a functional covariate (Q451162) (← links)
- Local Walsh-average regression for semiparametric varying-coefficient models (Q451164) (← links)
- Statistical inference for fixed-effects partially linear regression models with errors in variables (Q451444) (← links)
- Semi-parametric regression: efficiency gains from modeling the nonparametric part (Q453301) (← links)
- Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data (Q458634) (← links)
- A quantile varying-coefficient regression approach to length-biased data modeling (Q485909) (← links)
- Estimation in a semi-varying coefficient model for panel data with fixed effects (Q488951) (← links)
- Critical dimension in profile semiparametric estimation (Q489169) (← links)
- Semiparametric model building for regression models with time-varying parameters (Q494386) (← links)
- Smooth coefficient estimation of a seemingly unrelated regression (Q496154) (← links)
- Wavelet estimation in varying coefficient models for censored dependent data (Q504497) (← links)
- Robust feature screening for varying coefficient models via quantile partial correlation (Q506573) (← links)