Pages that link to "Item:Q2249842"

The following pages link to Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates (Q2249842):

Displaying 39 items.

• Fast Bayesian inference using Laplace approximations in nonparametric double additive location-scale models with right- and interval-censored data (Q123875) (← links)
• Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data (Q779677) (← links)
• Estimation and inference in generalized additive coefficient models for nonlinear interactions with high-dimensional covariates (Q888506) (← links)
• Variance function additive partial linear models (Q902215) (← links)
• Composite quantile regression for correlated data (Q1658431) (← links)
• On dual model-free variable selection with two groups of variables (Q1661367) (← links)
• A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction (Q1663132) (← links)
• On the oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters (Q1679561) (← links)
• Variable selection for spatial semivarying coefficient models (Q1744709) (← links)
• Linearity identification for general partial linear single-index models (Q1793004) (← links)
• An RKHS-based approach to double-penalized regression in high-dimensional partially linear models (Q1795582) (← links)
• Generalized additive partial linear models for analyzing correlated data (Q1799814) (← links)
• Pursuit of dynamic structure in quantile additive models with longitudinal data (Q1799871) (← links)
• Conditional absolute mean calibration for partial linear multiplicative distortion measurement errors models (Q2008000) (← links)
• Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data (Q2010817) (← links)
• Tests for \(p\)-regression coefficients in linear panel model when \(p\) is divergent (Q2023728) (← links)
• Test of significance for high-dimensional longitudinal data (Q2215753) (← links)
• Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates (Q2249842) (← links)
• Sparse model identification and learning for ultra-high-dimensional additive partially linear models (Q2274941) (← links)
• Rank reduction for high-dimensional generalized additive models (Q2274971) (← links)
• Partial linear models with general distortion measurement errors (Q2283581) (← links)
• Asymptotic properties of concave \(L_1\)-norm group penalties (Q2288785) (← links)
• Feature screening for ultrahigh-dimensional additive logistic models (Q2301064) (← links)
• Quantile regression for panel count data based on quadratic inference functions (Q2301117) (← links)
• Parametric and semiparametric estimation methods for survival data under a flexible class of models (Q2308442) (← links)
• GEE analysis for longitudinal single-index quantile regression (Q2407069) (← links)
• Greedy forward regression for variable screening (Q4639813) (← links)
• Asymptotic properties for the estimators in heteroscedastic semiparametric EV models with <i>α</i>-mixing errors (Q4987230) (← links)
• Logarithmic calibration for partial linear models with multiplicative distortion measurement errors (Q5036857) (← links)
• Partially Linear Additive Functional Regression (Q5041352) (← links)
• (Q5054581) (← links)
• Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models (Q5076963) (← links)
• Principal single-index varying-coefficient models for dimension reduction in quantile regression (Q5107741) (← links)
• Estimation and Inference for Generalized Geoadditive Models (Q5130621) (← links)
• Principal varying coefficient estimator for high-dimensional models (Q5205848) (← links)
• Partially Linear Functional Additive Models for Multivariate Functional Data (Q5229922) (← links)
• Detection of the symmetry of model errors for partial linear single-index models (Q5866167) (← links)
• Estimation in quantile regression models for correlated data with diverging number of covariates and large cluster sizes (Q5875307) (← links)
• Semiparametric penalized quadratic inference functions for longitudinal data in ultra-high dimensions (Q6097548) (← links)