Pages that link to "Item:Q1800107"
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The following pages link to Variable selection in high-dimensional partially linear additive models for composite quantile regression (Q1800107):
Displayed 38 items.
- Penalized weighted composite quantile estimators with missing covariates (Q259661) (← links)
- Smoothing combined generalized estimating equations in quantile partially linear additive models with longitudinal data (Q311324) (← links)
- Estimation and inference for additive partially nonlinear models (Q334824) (← links)
- Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function (Q484854) (← links)
- Robust estimation and variable selection in censored partially linear additive models (Q508109) (← links)
- Partial linear modelling with multi-functional covariates (Q740078) (← links)
- An efficient and robust variable selection method for longitudinal generalized linear models (Q1623741) (← links)
- Robust variable selection of joint frailty model for panel count data (Q1661331) (← links)
- Semiparametric quantile estimation for varying coefficient partially linear measurement errors models (Q1668053) (← links)
- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression (Q1685286) (← links)
- Special issue on robust analysis of complex data (Q1800103) (← links)
- Simultaneous estimation of multiple conditional regression quantiles (Q1987595) (← links)
- Additive monotone regression in high and lower dimensions (Q2002524) (← links)
- Least product relative error estimation for identification in multiplicative additive models (Q2059640) (← links)
- A robust spline approach in partially linear additive models (Q2101391) (← links)
- A lack-of-fit test for quantile regression process models (Q2107580) (← links)
- CQR-based inference for the infinite-variance nearly nonstationary autoregressive models (Q2113611) (← links)
- Robust estimation of semiparametric transformation model for panel count data (Q2121176) (← links)
- An efficient estimation for the parameter in additive partially linear models with missing covariates (Q2131935) (← links)
- Robust estimation for partial functional linear regression models based on FPCA and weighted composite quantile regression (Q2134998) (← links)
- Penalized empirical likelihood for partially linear errors-in-variables models (Q2234732) (← links)
- Profile statistical inference for partially linear additive models with a diverging number of parameters (Q2287379) (← links)
- Robust check loss-based inference of semiparametric models and its application in environmental data (Q2332669) (← links)
- Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity (Q2513792) (← links)
- Robust group non-convex estimations for high-dimensional partially linear models (Q2811266) (← links)
- Sparse nonparametric model for regression with functional covariate (Q2832031) (← links)
- Adaptive LASSO model selection in a multiphase quantile regression (Q2953450) (← links)
- Robust variable selection for generalized linear models with a diverging number of parameters (Q2979052) (← links)
- Adaptive composite quantile regressions and their asymptotic relative efficiency (Q4960583) (← links)
- A sure independence screening procedure for ultra-high dimensional partially linear additive models (Q5036612) (← links)
- Robust variable selection via penalized MT-estimator in generalized linear models (Q5039831) (← links)
- Estimation and variable selection for partially linear additive models with measurement errors (Q5079489) (← links)
- Shrinkage estimation for identification of linear components in composite quantile additive models (Q5083888) (← links)
- Bayesian quantile regression and variable selection for partial linear single-index model: Using free knot spline (Q5085943) (← links)
- Quantile regression and variable selection for the single-index model (Q5128663) (← links)
- Quantile estimation of partially varying coefficient model for panel count data with informative observation times (Q5240638) (← links)
- Two-stage Walsh-average-based robust estimation and variable selection for partially linear additive spatial autoregressive models (Q6138715) (← links)
- (Q6141798) (← links)