The following pages link to Nonparametric quasi-likelihood (Q1807180):
Displaying 50 items.
- Nonparametric estimation of structural change points in volatility models for time series (Q262749) (← links)
- Non-stationary quasi-likelihood and asymptotic optimality (Q397244) (← links)
- Nonparametric quasi-likelihood for right censored data (Q415589) (← links)
- Weighted denoised minimum distance estimation in a regression model with autocorrelated measurement errors (Q451496) (← links)
- Block empirical likelihood for partially linear panel data models with fixed effects (Q511566) (← links)
- Nonlinear quasi-likelihood models: applications to continuous proportions (Q672069) (← links)
- Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors (Q730427) (← links)
- Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698) (← links)
- The use of asymmetric power transformation in data-based quasi-likelihood analysis (Q804195) (← links)
- Asymptotic properties of the maximum likelihood estimate in generalized linear models with stochastic regressors (Q882728) (← links)
- On some problems of weak consistency of quasi-maximum likelihood estimates in generalized linear models (Q946380) (← links)
- Generalized nonlinear models and variance function estimation (Q957135) (← links)
- Statistical inference for panel data semiparametric partially linear regression models with heteroscedastic errors (Q962206) (← links)
- Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model (Q1615234) (← links)
- Efficient estimation of quasi-likelihood models using \(B\)-splines (Q1680801) (← links)
- Empirical likelihood for heteroscedastic partially linear errors-in-variables model with \(\alpha\)-mixing errors (Q1935687) (← links)
- Data-driven wavelet-Fisz methodology for nonparametric function estimation (Q1951777) (← links)
- Statistical inference for the heteroscedastic partially linear varying-coefficient errors-in-variables model with missing censoring indicators (Q2045294) (← links)
- Nonexistence of an unbiased estimating function for the Cox model (Q2322642) (← links)
- Generalized functional linear models (Q2388356) (← links)
- Confidence intervals of variance functions in generalized linear model (Q2431957) (← links)
- Semiparametric efficient estimation for partially linear single-index models with responses missing at random (Q2451617) (← links)
- Iterative rank estimation for generalized linear models (Q2454023) (← links)
- Statistical inference of partially linear regression models with heteroscedastic errors (Q2455463) (← links)
- Statistical inference for a semiparametric measurement error regression model with hetero\-scedastic errors (Q2455712) (← links)
- On semiparametric \(M\)-estimation in single-index regression (Q2581646) (← links)
- Weighted least-squares method for right-censored data in accelerated failure time model (Q2846442) (← links)
- Empirical Likelihood for Semiparametric Varying-Coefficient Heteroscedastic Partially Linear Errors-in-Variables Models (Q2859292) (← links)
- Asymptotic Properties of Quasi-Maximum Likelihood Estimates in Generalized Linear Models (Q2892642) (← links)
- Empirical Likelihood for a Heteroscedastic Partial Linear Errors-in-Variables Model (Q2903802) (← links)
- Semi-parametric Efficient Inference for Heteroscedastic Semivarying-coefficient Models (Q2931582) (← links)
- Asymptotic properties of maximum quasi-likelihood estimator in quasi-likelihood nonlinear models with misspecified variance function (Q2934822) (← links)
- The Empirical Likelihood Goodness-of-Fit Test for a Regression Model with Randomly Censored Data (Q3083792) (← links)
- Data-Driven Discontinuity Detection in Derivatives of a Regression Function (Q3155298) (← links)
- Time-Varying Functional Regression for Predicting Remaining Lifetime Distributions from Longitudinal Trajectories (Q3379262) (← links)
- Quasi-Likelihood for Right-Censored Data in the Generalized Linear Model (Q3396329) (← links)
- Maximum likelihood estimator in a multi-phase random regression model (Q3396474) (← links)
- Smoothing parameter selection in quasi-likelihood models (Q3423585) (← links)
- Polynomial Spline Estimation and Inference of Proportional Hazards Regression Models with Flexible Relative Risk Form (Q3436527) (← links)
- Asymmetric cusp estimation in regression models (Q3462156) (← links)
- A surveillance procedure for random walks based on local linear estimation (Q3569204) (← links)
- (Q3572749) (← links)
- Empirical Likelihood Confidence Region for the Parameter in a Partially Linear Errors-in-Variables Model (Q3634556) (← links)
- Functional Regression Analysis of Fluorescence Curves (Q3637016) (← links)
- (Q4214056) (← links)
- Nonlinear quasi-bayesian theory and inverse linear regression (Q4269966) (← links)
- Online monitoring with local smoothing methods and adaptive ridging (Q4453889) (← links)
- Nonparametric estimating equations based on a penalized information criterion (Q4527904) (← links)
- Change Point Estimation in Regression Models with Fixed Design (Q4562200) (← links)
- Quasi-Likelihood Regression with Multiple Indices and Smooth Link and Variance Functions (Q4677101) (← links)
