Simultaneous variable selection and structural identification for time‐varying coefficient models (Q5095822): Difference between revisions

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scientific article; zbMATH DE number 7570753

Language	Label	Description	Also known as
English	Simultaneous variable selection and structural identification for time‐varying coefficient models	scientific article; zbMATH DE number 7570753

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instance of

scholarly article

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title

Simultaneous variable selection and structural identification for time‐varying coefficient models (English)

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Journal of Time Series Analysis

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publication date

11 August 2022

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zbMATH Keywords

time-varying coefficient models

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variable selection

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group Lasso

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local linear estimator

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locally stationary processes

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information criteria

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1111/jtsa.12626

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cites work

Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity

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Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection

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Better Subset Regression Using the Nonnegative Garrote

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Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models

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On the Estimation of Locally Stationary Long-Memory Processes

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On the Kullback-Leibler information divergence of locally stationary processes

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Fitting time series models to nonstationary processes

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Nonlinear wavelet estimation of time-varying autoregressive processes

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Least angle regression. (With discussion)

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Fitting dynamic factor models to non-stationary time series

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Q3125064

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Profile likelihood inferences on semiparametric varying-coefficient partially linear models

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Statistical estimation in varying coefficient models

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Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models

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Semiparametric estimation and testing of the trend of temperature series

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Q4272837

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Variable selection and structure identification for varying coefficient Cox models

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Adaptive semi-varying coefficient model selection

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Variable selection using MM algorithms

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Variable selection in partially time-varying coefficient models

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A nonparametric method to estimate time varying coefficients under seasonal constraints

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Q3431920

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Testing Composite Hypotheses for Locally Stationary Processes

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Bootstrapping the Local Periodogram of Locally Stationary Processes

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A unified variable selection approach for varying coefficient models

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Q4864293

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Tuning parameter selectors for the smoothly clipped absolute deviation method

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Shrinkage Estimation of the Varying Coefficient Model

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Nonlinear system theory: Another look at dependence

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Inference of Trends in Time Series

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Joint structure selection and estimation in the time-varying coefficient Cox model

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Model Selection and Estimation in Regression with Grouped Variables

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On the Non-Negative Garrotte Estimator

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Nearly unbiased variable selection under minimax concave penalty

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Semiparametric model building for regression models with time-varying parameters

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Inference of time-varying regression models

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Local linear quantile estimation for nonstationary time series

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Simultaneous Inference of Linear Models with Time Varying Coefficients

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The Adaptive Lasso and Its Oracle Properties

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One-step sparse estimates in nonconcave penalized likelihood models

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Identifiers

DOI

10.1111/jtsa.12626

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5095822

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/jtsa.12626
+Normal rank
@@ Property / OpenAlex ID @@
+W3197091386
@@ Property / OpenAlex ID: W3197091386 / rank @@
+Normal rank
@@ Property / cites work @@
+Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity
+Normal rank
@@ Property / cites work @@
+Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
+Normal rank
@@ Property / cites work @@
+Better Subset Regression Using the Nonnegative Garrote
+Normal rank
@@ Property / cites work @@
+Trending time-varying coefficient time series models with serially correlated errors
+Normal rank
@@ Property / cites work @@
+Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models
+Normal rank
@@ Property / cites work @@
+On the Estimation of Locally Stationary Long-Memory Processes
+Normal rank
@@ Property / cites work @@
+On the Kullback-Leibler information divergence of locally stationary processes
+Normal rank
@@ Property / cites work @@
+Fitting time series models to nonstationary processes
+Normal rank
@@ Property / cites work @@
+Nonlinear wavelet estimation of time-varying autoregressive processes
+Normal rank
@@ Property / cites work @@
+Least angle regression. (With discussion)
@@ Property / cites work: Least angle regression. (With discussion) / rank @@
+Normal rank
@@ Property / cites work @@
+Fitting dynamic factor models to non-stationary time series
+Normal rank
@@ Property / cites work @@
+Q3125064
@@ Property / cites work: Q3125064 / rank @@
+Normal rank
@@ Property / cites work @@
+Profile likelihood inferences on semiparametric varying-coefficient partially linear models
+Normal rank
@@ Property / cites work @@
+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
+Normal rank
@@ Property / cites work @@
+Statistical estimation in varying coefficient models
+Normal rank
@@ Property / cites work @@
+Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models
+Normal rank
@@ Property / cites work @@
+Semiparametric estimation and testing of the trend of temperature series
+Normal rank
@@ Property / cites work @@
+Q4272837
@@ Property / cites work: Q4272837 / rank @@
+Normal rank
@@ Property / cites work @@
+Variable selection and structure identification for varying coefficient Cox models
+Normal rank
@@ Property / cites work @@
+Adaptive semi-varying coefficient model selection
@@ Property / cites work: Adaptive semi-varying coefficient model selection / rank @@
+Normal rank
@@ Property / cites work @@
+Variable selection using MM algorithms
@@ Property / cites work: Variable selection using MM algorithms / rank @@
+Normal rank
@@ Property / cites work @@
+Variable selection in partially time-varying coefficient models
+Normal rank
@@ Property / cites work @@
+A nonparametric method to estimate time varying coefficients under seasonal constraints
+Normal rank
@@ Property / cites work @@
+Q3431920
@@ Property / cites work: Q3431920 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing Composite Hypotheses for Locally Stationary Processes
+Normal rank
@@ Property / cites work @@
+Bootstrapping the Local Periodogram of Locally Stationary Processes
+Normal rank
@@ Property / cites work @@
+A unified variable selection approach for varying coefficient models
+Normal rank
@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank
@@ Property / cites work @@
+Tuning parameter selectors for the smoothly clipped absolute deviation method
+Normal rank
@@ Property / cites work @@
+Shrinkage Estimation of the Varying Coefficient Model
+Normal rank
@@ Property / cites work @@
+Nonlinear system theory: Another look at dependence
+Normal rank
@@ Property / cites work @@
+Inference of Trends in Time Series
@@ Property / cites work: Inference of Trends in Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Joint structure selection and estimation in the time-varying coefficient Cox model
+Normal rank
@@ Property / cites work @@
+Model Selection and Estimation in Regression with Grouped Variables
+Normal rank
@@ Property / cites work @@
+On the Non-Negative Garrotte Estimator
@@ Property / cites work: On the Non-Negative Garrotte Estimator / rank @@
+Normal rank
@@ Property / cites work @@
+Nearly unbiased variable selection under minimax concave penalty
+Normal rank
@@ Property / cites work @@
+Semiparametric model building for regression models with time-varying parameters
+Normal rank
@@ Property / cites work @@
+Inference of time-varying regression models
@@ Property / cites work: Inference of time-varying regression models / rank @@
+Normal rank
@@ Property / cites work @@
+Local linear quantile estimation for nonstationary time series
+Normal rank
@@ Property / cites work @@
+Simultaneous Inference of Linear Models with Time Varying Coefficients
+Normal rank
@@ Property / cites work @@
+The Adaptive Lasso and Its Oracle Properties
@@ Property / cites work: The Adaptive Lasso and Its Oracle Properties / rank @@
+Normal rank
@@ Property / cites work @@
+One-step sparse estimates in nonconcave penalized likelihood models
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5095822