The following pages link to On M-processes and M-estimation (Q914301):
Displaying 50 items.
- Endogeneity in quantile regression models: a control function approach (Q289205) (← links)
- Joint estimation for single index mean-covariance models with longitudinal data (Q334829) (← links)
- Tobit regression model with parameters of increasing dimensions (Q342736) (← links)
- Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components (Q378915) (← links)
- Dual divergences estimation for censored survival data (Q419272) (← links)
- Semi-varying coefficient models with a diverging number of components (Q548651) (← links)
- Statistical inference in partially-varying-coefficient single-index model (Q608318) (← links)
- Hypothesis testing in linear regression when \(k/n\) is large (Q738075) (← links)
- M-estimation in high-dimensional linear model (Q824747) (← links)
- Communication-efficient distributed estimator for generalized linear models with a diverging number of covariates (Q830480) (← links)
- Estimation for a partial-linear single-index model (Q847637) (← links)
- \(M\)-processes and applications (Q869722) (← links)
- Globally adaptive quantile regression with ultra-high dimensional data (Q888510) (← links)
- \(M\)-estimation of linear models with dependent errors (Q995413) (← links)
- Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es (Q1000576) (← links)
- The estimation of M4 processes with geometric moving patterns (Q1039831) (← links)
- Asymptotics with increasing dimension for robust regression with applications to the bootstrap (Q1121613) (← links)
- On M-methods in growth curve analysis with asymmetric errors (Q1200658) (← links)
- Limiting behavior of \(M\)-estimators of regression coefficients in high dimensional linear models. I: Scale-dependent case. II: Scale-invariant case (Q1340291) (← links)
- A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs (Q1354473) (← links)
- Local asymptotics for quantile smoothing splines (Q1355187) (← links)
- On parameters of increasing dimensions (Q1570293) (← links)
- Some contributions to M-estimation in linear models (Q1579995) (← links)
- M-estimators converging to a stable limit (Q1587359) (← links)
- Asymptotics for high dimensional regression \(M\)-estimates: fixed design results (Q1626624) (← links)
- Asymptotic properties of maximum quasi-likelihood estimators in generalized linear models with diverging number of covariates (Q1757687) (← links)
- Two step estimations for a single-index varying-coefficient model with longitudinal data (Q1785809) (← links)
- Weak convergence of the empirical process of residuals in linear models with many parameters (Q1848882) (← links)
- Empirical process of residuals for high-dimensional linear models (Q1922408) (← links)
- Quasi-likelihood models and optimal inference (Q1922414) (← links)
- MARM processes. II: The empirically-based subclass (Q1945605) (← links)
- The \(k\)th power expectile regression (Q2046477) (← links)
- Asymptotics for M-type smoothing splines with non-smooth objective functions (Q2161018) (← links)
- Estimation of a multiplicative correlation structure in the large dimensional case (Q2190234) (← links)
- On rank estimators in increasing dimensions (Q2294449) (← links)
- Jackknife model averaging for quantile regressions (Q2354857) (← links)
- GEE analysis of clustered binary data with diverging number of covariates (Q2429935) (← links)
- Unitarity as preservation of entropy and entanglement in quantum systems (Q2431815) (← links)
- Convergence and sparsity of Lasso and group Lasso in high-dimensional generalized linear models (Q2516626) (← links)
- The growth rate of significant regressors for high dimensional data (Q2637360) (← links)
- Smoothed quantile regression with large-scale inference (Q2682954) (← links)
- Applied regression analysis bibliography update 1988-89 (Q3135298) (← links)
- Some results on generalized regression quantiles (Q3212121) (← links)
- SCAD-Penalized Least Absolute Deviation Regression in High-Dimensional Models (Q3462376) (← links)
- A relative error-based estimation with an increasing number of parameters (Q4638695) (← links)
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension (Q4916453) (← links)
- Asymptotic properties of one-step <i>M</i>-estimators (Q5076887) (← links)
- Asymptotic distribution of regression M-estimators (Q5945257) (← links)
- Partially linear additive quantile regression in ultra-high dimension (Q5963523) (← links)
- Jackknife model averaging for high‐dimensional quantile regression (Q6056143) (← links)
