Parametric modal regression with autocorrelated error process
From MaRDI portal
Publication:6671927
DOI10.5705/ss.202021.0405MaRDI QIDQ6671927
Publication date: 27 January 2025
Published in: Unnamed Author (Search for Journal in Brave)
Cites Work
- Unnamed Item
- Unnamed Item
- Nonparametric modal regression
- Regression towards the mode
- Nonparametric regression estimation with general parametric error covariance
- Nonparametric regression with correlated errors.
- More efficient estimation of nonparametric panel data models with random effects
- A note on EM algorithm for mixture models
- SCAD-penalized regression for varying-coefficient models with autoregressive errors
- A New Regression Model: Modal Linear Regression
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- Varying coefficient models for data with auto-correlated error process
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors
- LM TESTS IN THE PRESENCE OF NON-NORMAL ERROR DISTRIBUTIONS
- Regression coefficient and autoregressive order shrinkage and selection via the lasso
- A residual-based test for autocorrelation in quantile regression models
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- Semiparametric partially linear varying coefficient modal regression
- Modal regression using kernel density estimation: a review
This page was built for publication: Parametric modal regression with autocorrelated error process