数理统计文献库(三)
发布时间:2014-05-20 15:22:54 【 】 浏览:677
摘要:包括1.经典学术论文;2.经典著作 3.经典学术论文(下载) .
 

经典学术论文 

 

  A general projection framework for constrained smoothing  
  A Semiparametric change-point regression model for longitudinal observations  
  A simple resampling method by perturbing the minimand  
  Asymptotic behavior of M-estimators for the linear model  
  Asymptotics for lasso-type estimators  
  Bayesian model averaging A tutorial  
  Composite quantile regression and the oracle model selection theory  
  Consistency of the group lasso and multiple kernel learning  
  Convergence rates for parametric components in a partly linear model  
  Efficient estimation for the proportional hazards model with interval censoring[J]  
  Efficient estimation in sufficient dimension reduction  
  Empirical likelihood for linear models  
  Empirical likelihood ratio confidence regions  
  Estimating the dimension of a model  
  Estimation in a semiparametric partially linear errors-in- variables model  
  Estimation of the mean of functional time series and a two-sample problem  
  Frequentist model average estimators  
  Functional linear regression analysis for longitudinal data  
  Functional linear regression that's interpretable  
  Generalized functional linear models  
  Kernel smoothing in partial linear models  
  Large Sample behavior of the product-limit estimator on the Whole Line  
  Least squares model averaging  
  Linear modes, random censoring and synthetic data  
  Local composite quantile regression smoothing an efficient and safe alternative to local polynomial regression  
  Local linear regression smoothers and their mini-max efficiencies  
  Maximum likelihood estimates of monotone parameters  
  Maximum Likelihood Identification of Gaussian Autoregressive Moving Average Models  
  Measuring and testing dependence by correlation of distances  
  Model selection and efficiency—is ‘Which model ’ the right question  
  New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models  
  New local estimation procedure for a non-parametric regression function for longitudinal data  
  On a principal varying coefficient model  
  Parameter estimation for differential equation models using a framework of measurement error in regression models  
  Penalized quasi-likelihood estimation in partial linear models  
  Quantile regression for analyzing heterogeneity in ultra-high dimension  
  Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data  
  Regression analysis with randomly right-censored data  
  Regression shrinkage and selection via the lasso  
  Robust estimation in the errors-in-variables model  
  Robust functional principal approach  
  Root-N-consistent semiparametric regression models  
  Semiparametric estimates of the relation between weather and electricity scales  
  Semiparametric regression analysis with missing response at random  
  Sliced inverse regression for dimension reduction  
  Statistical estimation in varying coefficient models  
  Testing for change points in time series  
  The asymptotic behavior of monotone regression estimates  
  The focused information criterion (with discussion)  
  Variable selection via nonconcave penalized likelihood and its oracle properties  
  Varying-Coefficient_Models  

 

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