\(L_1\)-estimation for covariate-adjusted regression
From MaRDI portal
Publication:2069356
DOI10.1186/s13660-020-02324-wzbMath1503.62044OpenAlexW3032610743MaRDI QIDQ2069356
Publication date: 20 January 2022
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-020-02324-w
asymptotic normalitylocal linear estimatecovariate-adjusted regressionleast absolute deviation estimation
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Statistical methods with varying coefficient models
- Empirical likelihood ratio confidence regions
- Estimation in covariate-adjusted regression
- Empirical likelihood for linear models
- Statistical estimation in varying coefficient models
- Covariate-adjusted nonlinear regression
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Inference for covariate adjusted regression via varying coefficient models
- Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models
- Covariate-Adjusted Partially Linear Regression Models
- Weak and strong uniform consistency of kernel regression estimates
- Generalized Partially Linear Single-Index Models
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
- Covariate-adjusted regression
- L1-estimation for varying coefficient models
This page was built for publication: \(L_1\)-estimation for covariate-adjusted regression