Pages that link to "Item:Q272074"
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The following pages link to Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors (Q272074):
Displaying 26 items.
- Laplace error penalty-based M-type model detection for a class of high dimensional semiparametric models (Q1631432) (← links)
- Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection (Q1727913) (← links)
- Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models (Q1989897) (← links)
- Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects (Q2029210) (← links)
- Statistical inference for the heteroscedastic partially linear varying-coefficient errors-in-variables model with missing censoring indicators (Q2045294) (← links)
- Jackknifing for partially linear varying-coefficient errors-in-variables model with missing response at random (Q2069563) (← links)
- Empirical likelihood and variable selection for partially linear single-index EV models with missing censoring indicators (Q2131976) (← links)
- Empirical likelihood for generalized functional-coefficient regression models with multiple smoothing variables under right censoring data (Q2183230) (← links)
- Estimation in partially linear varying-coefficient errors-in-variables models with missing response variables (Q2228217) (← links)
- Penalized empirical likelihood for partially linear errors-in-variables models (Q2234732) (← links)
- Hypothesis tests in partial linear errors-in-variables models with missing response (Q2405943) (← links)
- Penalized empirical likelihood for partially linear errors-in-variables models (Q3308070) (← links)
- Penalised empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models (Q5012336) (← links)
- Estimation in a semiparametric partially linear errors-in-variables model with inverse Gaussian kernel (Q5076908) (← links)
- Statistical inference for varying-coefficient partially linear errors-in-variables models with missing data (Q5077924) (← links)
- Penalized empirical likelihood for generalized linear models with longitudinal data (Q5084007) (← links)
- Jackknife empirical likelihood for the error variance in linear errors-in-variables models with missing data (Q5092706) (← links)
- Bias-corrected estimations in varying-coefficient partially nonlinear models with measurement error in the nonparametric part (Q5139019) (← links)
- Quantile regression of ultra-high dimensional partially linear varying-coefficient model with missing observations (Q6053998) (← links)
- Empirical likelihood in single-index quantile regression with high dimensional and missing observations (Q6105768) (← links)
- Orthogonality-based bias-corrected empirical likelihood inference for partial linear varying coefficient EV models with longitudinal data (Q6489263) (← links)
- Weighted empirical likelihood for heteroscedastic varying coefficient partially non-linear models with missing data (Q6541762) (← links)
- Estimation of correlation coefficient under a linear multiplicative distortion measurement errors model (Q6544929) (← links)
- A review of recent advances in empirical likelihood (Q6602013) (← links)
- Independence test via mutual information in the presence of measurement errors (Q6643228) (← links)
- Empirical likelihood inference for time-varying coefficient autoregressive models (Q6651136) (← links)
