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subject:"India"
type_genre:"Graue Literatur"
~person:"Honda, Toshio"
~person:"Neumeyer, Natalie"
~person:"Nielsen, Bent"
~subject:"Regressionsanalyse"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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India
Regressionsanalyse
Estimation theory
48
Schätztheorie
48
Regression analysis
25
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Time series analysis
12
Zeitreihenanalyse
12
Robust statistics
10
Robustes Verfahren
10
Kleinste-Quadrate-Methode
7
Least squares method
7
Theorie
7
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7
Non-stationarity
6
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5
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5
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5
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5
1-step Huber-skip
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Chebychev estimator
4
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Regression
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Statistical method
4
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4
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3
Autokorrelation
3
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3
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3
VAR model
3
VAR-Modell
3
comparison of regression curves
3
high-dimensional data
3
sparsity
3
varying coefficient models
3
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2
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2
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Honda, Toshio
Neumeyer, Natalie
Nielsen, Bent
Dette, Holger
37
Härdle, Wolfgang
35
Phillips, Peter C. B.
30
Gao, Jiti
20
Chernozhukov, Victor
19
Arai, Yoichi
14
Weidner, Martin
14
Croux, Christophe
13
Linton, Oliver
13
Otsu, Taisuke
12
Cai, Zongwu
11
Belloni, Alexandre
10
Jochmans, Koen
10
Van Keilegom, Ingrid
10
Yang, Lijian
10
Fernández-Val, Iván
9
Hansen, Christian Bailey
9
Arnold, Bernhard
8
Cattaneo, Matias D.
8
Feng, Yuanhua
8
Florens, Jean-Pierre
8
Mammen, Enno
8
Newey, Whitney K.
8
Sperlich, Stefan
8
Stahlecker, Peter
8
Čížek, Pavel
8
Chen, Xiaohong
7
Gonzalo, Jesús
7
Horowitz, Joel
7
Ichimura, Hidehiko
7
Melas, Vjačeslav Borisovič
7
Pei, Zhuan
7
Pesaran, M. Hashem
7
Sun, Yixiao
7
Słoczyński, Tymon
7
Thomas-Agnan, Christine
7
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6
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
Discussion papers / Graduate School of Economics, Hitotsubashi University
5
Economics discussion papers
3
Department of Economics discussion paper series / University of Oxford
2
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1
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1
Discussion papers / Department of Economics, University of Copenhagen
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ECONIS (ZBW)
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1
Sparse quantile regression via l0-penalty
Honda, Toshio
-
2023
Persistent link: https://www.econbiz.de/10014426265
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2
Least trimmed squares asymptotics : regression with leverage
Berenguer-Rico, Vanessa
;
Nielsen, Bent
-
2023
Persistent link: https://www.econbiz.de/10014467887
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3
Forward variable selection for ultra-high dimensional quantile regression models
Honda, Toshio
;
Lin, Chien-Tong
-
2022
-
This version : May 2022
Persistent link: https://www.econbiz.de/10013364483
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4
Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012492559
Saved in:
5
Bootstrap of residual processes in regression : to smooth or not to smooth?
Neumeyer, Natalie
;
Van Keilegom, Ingrid
-
2018
Persistent link: https://www.econbiz.de/10012050820
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6
The de-biased group Lasso estimation for varying coefficient models
Honda, Toshio
-
2018
Persistent link: https://www.econbiz.de/10011962449
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7
Adaptively weighted group Lasso for semiparametric quantile regression models
Honda, Toshio
;
Ing, Ching-Kang
;
Wu, Wei-Ying
-
2017
Persistent link: https://www.econbiz.de/10011962341
Saved in:
8
Variable selection and structure identification for varying coefficient Cox models
Honda, Toshio
;
Yaba, Ryota
-
2016
Persistent link: https://www.econbiz.de/10011549895
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9
Cumulated sum of squares statistics for non-linear and non-stationary regressions
Berenguer-Rico, Vanessa
;
Nielsen, Bent
-
2015
Persistent link: https://www.econbiz.de/10011385260
Saved in:
10
Models where the least trimmed squares and least median of squares estimators are maximum likelihood
Berenguer-Rico, Vanessa
;
Johansen, Søren
;
Nielsen, Bent
-
2019
Persistent link: https://www.econbiz.de/10012193987
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