Pages that link to "Item:Q3069894"

The following pages link to Local Rank Inference for Varying Coefficient Models (Q3069894):

Displaying 50 items.

• Robust structure identification and variable selection in partial linear varying coefficient models (Q274040) (← links)
• Robust reduced-rank modeling via rank regression (Q338394) (← links)
• Rank-based inference for the single-index model (Q419168) (← links)
• Local Walsh-average regression for semiparametric varying-coefficient models (Q451164) (← links)
• Estimation in generalised varying-coefficient models with unspecified link functions (Q494394) (← links)
• Focused information criterion and model averaging with generalized rank regression (Q504445) (← links)
• Efficient estimation of varying coefficient models with serially correlated errors (Q670140) (← links)
• Robust adaptive model selection and estimation for partial linear varying coefficient models in rank regression (Q684061) (← links)
• Composite quantile regression for single-index models with asymmetric errors (Q736595) (← links)
• Quantile regression for dynamic partially linear varying coefficient time series models (Q746867) (← links)
• Local Walsh-average regression (Q765825) (← links)
• Fast inference for semi-varying coefficient models via local averaging (Q830452) (← links)
• Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models (Q892254) (← links)
• Estimation and variable selection for partially functional linear models (Q1622116) (← links)
• Semiparametric quantile estimation for varying coefficient partially linear measurement errors models (Q1668053) (← links)
• Estimation and model selection in a class of semiparametric models for cluster data (Q1926004) (← links)
• Non-asymptotic approach to varying coefficient model (Q1951122) (← links)
• Variable selection for varying coefficient models via kernel based regularized rank regression (Q1987596) (← links)
• Local Walsh-average-based estimation and variable selection for single-index models (Q2010424) (← links)
• Rank-based shrinkage estimation for identification in semiparametric additive models (Q2010793) (← links)
• Rank method for partial functional linear regression models (Q2131991) (← links)
• Robust distributed estimation and variable selection for massive datasets via rank regression (Q2135513) (← links)
• Rank-based test for partial functional linear regression models (Q2220433) (← links)
• Robust spline-based variable selection in varying coefficient model (Q2256603) (← links)
• General local rank estimation for single-index varying coefficient models (Q2317307) (← links)
• Adaptive estimation for varying coefficient models (Q2348441) (← links)
• Sparse high-dimensional varying coefficient model: nonasymptotic minimax study (Q2352741) (← links)
• Walsh-average based variable selection for varying coefficient models (Q2513793) (← links)
• Two-stage local Walsh average estimation of generalized varying coefficient models (Q2516049) (← links)
• Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors (Q2832637) (← links)
• Statistical inference on asymptotic properties of two estimators for the partially linear single-index models (Q4559349) (← links)
• Model averaging for M-estimation (Q4559360) (← links)
• Targeted Local Support Vector Machine for Age-Dependent Classification (Q4975568) (← links)
• Regularised rank quasi-likelihood estimation for generalised additive models (Q5012337) (← links)
• Model averaging based on rank (Q5036455) (← links)
• Robust estimation and outlier detection for varying-coefficient models via penalized regression (Q5042171) (← links)
• Two-stage local rank estimation for generalised partially linear varying-coefficient models (Q5051323) (← links)
• Sparse reduced-rank regression for multivariate varying-coefficient models (Q5065249) (← links)
• Rank-based estimation in varying coefficient partially functional linear regression models (Q5079225) (← links)
• Dimension reduction via local rank regression (Q5106774) (← links)
• A Tuning-free Robust and Efficient Approach to High-dimensional Regression (Q5146020) (← links)
• Structural identification and variable selection in high-dimensional varying-coefficient models (Q5266564) (← links)
• The connection between cross-validation and Akaike information criterion in a semiparametric family (Q5299889) (← links)
• Local and Global Rank Tests for Multivariate Varying-Coefficient Models (Q5392708) (← links)
• Local rank estimation and related test for varying-coefficient partially linear models (Q5419461) (← links)
• Varying Coefficient Regression Models: A Review and New Developments (Q6064064) (← links)
• Local Walsh-average regression for single index varying coefficient models (Q6067491) (← links)
• Two-stage Walsh-average-based robust estimation and variable selection for partially linear additive spatial autoregressive models (Q6138715) (← links)
• Local Walsh-average-based estimation and variable selection for spatial single-index autoregressive models (Q6569055) (← links)
• Rank-based instrumental variable estimation for semiparametric varying coefficient spatial autoregressive models (Q6579399) (← links)