Mathematics
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Regression
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Simulation Study
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Performance
Asymptotic Normality
Local Polynomial
Estimate
Covariates
Varying Coefficients
Penalized Likelihood
Bandwidth
Additive Models
Independence
Quasi-likelihood
Thresholding
Semiparametric Model
Nonparametric Methods
Sample Size
Modeling
Likelihood Ratio Statistic
Local Linear Regression
Demonstrate
Longitudinal Data
Regression Model
Nonparametric Regression
Bandwidth Selection
Nonparametric Estimation
Oracle Property
Generalized Likelihood Ratio Test
Local Polynomial Regression
Penalty Function
Methodology
Statistics
Local Likelihood
Rate of Convergence
Covariance Estimation
Partial Likelihood
Local Polynomial Fitting
Generalized Linear Model
Density Estimation
Regression Function
High-frequency Data
Minimax
False
Eigenvector
Multivariate Failure Times
Longitudinal Data Analysis
Penalty
Sparsity
Lasso
Nonparametric Inference
Model Selection
Multiple Testing
Nonparametric Model
Dependent Data
Conditional Density
Parametric Model
Cross-validation
Econometrics
Learning
Correlation Matrix
Asymptotic distribution
Simulation
Selection Procedures
Failure Time Data
Selector
Microarray Data
Covariance Matrix Estimation
Financial Data
Unknown
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Hazard
Regularization
Statistical Learning
Multivariate Data
Mixing Processes
Data analysis
Test Statistic
Principal Component Analysis
Penalized Least Squares
Testing
Hazard Models
Wavelets
High-dimensional Data
Asymptotic Properties
Framework
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kernel
Adaptive Smoothing
Business & Economics
Estimator
Covariance Matrix
Matrix
Simulation Study
Local Polynomial
Variable Selection
Sample Size
Asymptotic Normality
Covariates
Rate of Convergence
Bandwidth
Dimensionality
Inference
Regularization
Varying Coefficient Model
Quasi-likelihood
High-frequency Data
Additive Models
Wavelets
Likelihood Ratio Statistic
Modeling
Coefficients
Screening
Testing
Approximation
Smoothing
Factors
Minimax
Likelihood Ratio Test
Financial Econometrics
Finite Sample
Eigenvalues
Nonparametric Methods
Kernel
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Penalty Function
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Covariance Matrix Estimation
Performance
Likelihood Estimation
Generalized Linear Model
Asymptotic Properties
Model Selection
Graphical Models
Financial Data
Asymptotic Theory
Linear Regression
Nonparametric Regression
Test Statistic
Microarray
Semiparametric Model
Longitudinal Data
Correlation Matrix
Simulation
Cross-validation
Methodology
Penalty
Asymptotic Distribution
Bootstrap
Density Estimation
Nonparametric Test
Hub
Nonparametric Estimation
Nonlinear Time Series
Monte Carlo Simulation
Quantile Regression
Hazard
Polynomial Regression
Principal Component Analysis
Jump
Convergence Rate
Spectral Density
Variance Estimation
Predictors
Density Function
Cox Proportional Hazards Model
Spurious Correlation
Discriminant
Errors in Variables
Semiparametric Estimation
Robust Estimation
Efficient Estimation
Nonparametric Model
Kernel Regression
Longitudinal Data Analysis
Derivatives
Proportion
Hypothesis Testing
Parametric Model
Alternatives
Portfolio Allocation
Bias Reduction
Leverage Effect
Bias Correction
Dimension Reduction
Asymptotic Variance
Robust Inference
Sampling
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Latent Factors
