Pages that link to "Item:Q1896248"

The following pages link to On the asymptotics of constrained \(M\)-estimation (Q1896248):

Displaying 50 items.

• Asymptotic distribution of likelihood ratio test statistics for variance components in nonlinear mixed effects models (Q113495) (← links)
• Composite quantile regression and variable selection in single-index coefficient model (Q286468) (← links)
• Inference for single-index quantile regression models with profile optimization (Q292887) (← links)
• A rank-corrected procedure for matrix completion with fixed basis coefficients (Q312678) (← links)
• Assessing statistical significance in variance components linkage analysis: a theoretical justification (Q313109) (← links)
• Inference and testing on the boundary in extended constant conditional correlation GARCH models (Q341884) (← links)
• New estimation and inference procedures for a single-index conditional distribution model (Q444982) (← links)
• Regularization and variable selection for infinite variance autoregressive models (Q447619) (← links)
• When uniform weak convergence fails: empirical processes for dependence functions and residuals via epi- and hypographs (Q464198) (← links)
• Does modeling lead to more accurate classification? A study of relative efficiency in linear classification (Q476236) (← links)
• Shrinkage estimation of the linear model with spatial interaction (Q506575) (← links)
• Asymptotically optimal tests for parametric functions against ordered functional alternatives (Q558053) (← links)
• Subset selection for vector autoregressive processes via adaptive Lasso (Q613145) (← links)
• Variable selection in a class of single-index models (Q652608) (← links)
• Sparse estimation in functional linear regression (Q764470) (← links)
• Strong convergence of estimators as \(\varepsilon_n\)-minimisers of optimisation problems (Q816378) (← links)
• Saddlepoint approximation in exponential models with boundary points (Q850757) (← links)
• Likelihood ratio test for and against nonlinear inequality constraints (Q866899) (← links)
• Dimension reduction based linear surrogate variable approach for model free variable selection (Q900762) (← links)
• One-step sparse estimates in nonconcave penalized likelihood models (Q939649) (← links)
• One-sided tests in shared frailty models (Q946207) (← links)
• A sparse eigen-decomposition estimation in semiparametric regression (Q962349) (← links)
• Statistical inference of minimum BD estimators and classifiers for varying-dimensional models (Q972890) (← links)
• Maximum likelihood inference for log-linear models subject to constraints of double monotone dependence (Q1001726) (← links)
• Likelihood ratio tests and singularities (Q1020989) (← links)
• Asymptotic suprema of averaged random functions (Q1184228) (← links)
• Generalization of likelihood ratio tests under nonstandard conditions (Q1359429) (← links)
• A note on Silvey's (1959) theorem (Q1382231) (← links)
• Regularization and model selection for quantile varying coefficient model with categorical effect modifiers (Q1623652) (← links)
• A relative error-based approach for variable selection (Q1659002) (← links)
• Maximum a posteriori estimators as a limit of Bayes estimators (Q1739031) (← links)
• Statistics with set-valued functions: applications to inverse approximate optimization (Q1739037) (← links)
• Subvector inference when the true parameter vector may be near or at the boundary (Q1739590) (← links)
• On penalized estimation for dynamical systems with small noise (Q1753155) (← links)
• Backward nested descriptors asymptotics with inference on stem cell differentiation (Q1800791) (← links)
• On the asymptotics of constrained local \(M\)-estimators. (Q1848809) (← links)
• Asymptotics for Lasso-type estimators. (Q1848830) (← links)
• On the optimality of limit distributions. (Q1856511) (← links)
• An appraisal of some aspects of statistical inference under inequality constraints (Q1866184) (← links)
• On the asymptotic properties of the group lasso estimator for linear models (Q1951765) (← links)
• On Lasso for censored data (Q1951988) (← links)
• Robust regression through the Huber's criterion and adaptive lasso penalty (Q1952217) (← links)
• Quantile regression and variable selection for partially linear model with randomly truncated data (Q2010786) (← links)
• Canonical quantile regression (Q2079612) (← links)
• Single-index quantile regression with left truncated data (Q2109301) (← links)
• Penalized and constrained LAD estimation in fixed and high dimension (Q2122803) (← links)
• A monotone frequentist measure of evidence for testing variance components in linear mixed models (Q2123254) (← links)
• Targeted principal components regression (Q2140873) (← links)
• Confidence regions near singular information and boundary points with applications to mixed models (Q2148999) (← links)
• Consistency of MLE, LSE and M-estimation under mild conditions (Q2175648) (← links)