Regularized nonlinear regression with dependent errors and its application to a biomechanical model
From MaRDI portal
Publication:6496586
DOI10.1007/s10463-023-00895-1WikidataQ128357689 ScholiaQ128357689MaRDI QIDQ6496586
Wei-Ying Wu, Hojun You, Chae Young Lim, Jongeun Choi, Unnamed Author
Publication date: 3 May 2024
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Parameter estimation for operator scaling random fields
- A geometric perspective on the generalized Cobb-Douglas production functions
- Penalized maximum likelihood estimation and variable selection in geostatistics
- Second-order nonlinear least squares estimation
- Least product relative error estimation
- Basic properties of strong mixing conditions. A survey and some open questions
- A note on strong mixing of ARMA processes
- Asymptotic theory of nonlinear least squares estimation
- Fixed design regression for time series: Asymptotic normality
- Inconsistent M-estimators: Nonlinear regression with muliplicative error
- Central limit theorem for linear processes
- The efficiency of the second-order nonlinear least squares estimator and its extension
- Regression estimation under strong mixing data
- Nonparametric regression for locally stationary random fields under stochastic sampling design
- Maximum nonparametric kernel likelihood estimation for multiplicative linear regression models
- High dimensional single index models
- On local linear regression for strongly mixing random fields
- Nonlinear least-squares estimation
- A dynamical model for reflex activated head movements in the horizontal plane
- Asymptotic Normality of Estimators in Heteroscedastic Semi-Parametric Model with Strong Mixing Errors
- Variable selection in spatial regression via penalized least squares
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Least squares parameter estimation in multiplicative noise models
- Improved local polynomial estimation in time series regression
- LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY
- Nonparametric estimation of expectile regression in functional dependent data
- Least Absolute Relative Error Estimation
- Estimation of harmonic component in regression with cyclically dependent errors
- Asymptotic Properties of Non-Linear Least Squares Estimators
- On the Estimation of Regression Coefficients in the Case of an Autocorrelated Disturbance
This page was built for publication: Regularized nonlinear regression with dependent errors and its application to a biomechanical model