GENERALIZED ADDITIVE PARTIAL LINEAR MODELS WITH HIGH-DIMENSIONAL COVARIATES (Q4979494): Difference between revisions

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+MaRDI publication profile
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+The sparsity and bias of the LASSO selection in high-dimensional linear regression
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+Model Selection and Estimation in Regression with Grouped Variables
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+Semiparametric Regression for the Applied Econometrician
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+Variable selection in nonparametric additive models
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+Functional ANOVA models for generalized regression
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+Stable and Efficient Multiple Smoothing Parameter Estimation for Generalized Additive Models
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+Semiparametric methods in econometrics
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+Nonparametric and semiparametric models.
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+Estimation and variable selection for generalized additive partial linear models
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+Shrinkage Estimation of the Varying Coefficient Model
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+Tuning parameter selectors for the smoothly clipped absolute deviation method
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+Q4516961
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+Q4944751
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+Pathwise coordinate optimization
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+Nonconcave penalized likelihood with a diverging number of parameters.
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+Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+The use of polynomial splines and their tensor products in multivariate function estimation. (With discussion)
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+The dimensionality reduction principle for generalized additive models
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+Penalized variable selection procedure for Cox models with semiparametric relative risk
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+Smooth backfitting in generalized additive models
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+Semiparametric Regression
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+Root-N-Consistent Semiparametric Regression
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+Series estimation of semilinear models
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+Convergence rates and asymptotic normality for series estimators
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+Q4518936
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+Convergence rates for parametric components in a partly linear model
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+Direct generalized additive modeling with penalized likelihood.
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+Linear smoothers and additive models
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+Simultaneous analysis of Lasso and Dantzig selector
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+A kernel method of estimating structured nonparametric regression based on marginal integration
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+Estimation of additive regression models with known links
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+Variable selection in semiparametric regression modeling
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+Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models
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+One-step sparse estimates in nonconcave penalized likelihood models
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+Semiparametric estimation of partially linear panel data models
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+The Adaptive Lasso and Its Oracle Properties
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+Sparse estimators and the oracle property, or the return of Hodges' estimator
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+Linear or Nonlinear? Automatic Structure Discovery for Partially Linear Models
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+Profile-kernel likelihood inference with diverging number of parameters
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