Pages that link to "Item:Q1785809"
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The following pages link to Two step estimations for a single-index varying-coefficient model with longitudinal data (Q1785809):
Displaying 11 items.
- Joint estimation for single index mean-covariance models with longitudinal data (Q334829) (← links)
- Varying-coefficient single-index model for longitudinal data (Q1748669) (← links)
- A two-step estimator for generalized linear models for longitudinal data with time-varying measurement error (Q2089288) (← links)
- A double varying-coefficient modeling approach for analyzing longitudinal observations (Q2274194) (← links)
- Two-stage estimation of inequality-constrained marginal linear models with longitudinal data (Q2480042) (← links)
- Statistical estimation for single-index varying-coefficient models with multiplicative distortion measurement errors (Q5023863) (← links)
- Estimation in single-index varying-coefficient panel data model (Q5079798) (← links)
- Efficient estimation for time-dynamic longitudinal single-index model (Q5160286) (← links)
- Local Walsh-average regression for single index varying coefficient models (Q6067491) (← links)
- Asymptotic normality of error density estimator in stationary and explosive autoregressive models (Q6542586) (← links)
- Asymptotic results of error density estimator in nonlinear autoregressive models (Q6643290) (← links)
