Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models (Q1989897): Difference between revisions

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scientific article

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English	Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models	scientific article

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scholarly article

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title

Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models (English)

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Science China. Mathematics

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publication date

29 October 2018

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zbMATH Keywords

diverging number of parameters

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varying coefficient partially linear model

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penalized likelihood

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SCAD

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variable selection

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s11425-016-9108-y

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cites work

The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).

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Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors

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Empirical likelihood for semivarying coefficient model with measurement error in the nonparametric part

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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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Nonconcave penalized likelihood with a diverging number of parameters.

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Bias-corrected statistical inference for partially linear varying coefficient errors-in-variables models with restricted condition

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Q4516961

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Asymptotic properties of bridge estimators in sparse high-dimensional regression models

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New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models

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Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters

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Variable selection in semiparametric regression modeling

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Estimation in a semiparametric partially linear errors-in-variables model

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Efficient estimation of partially linear varying coefficient models

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Variable selection for varying-coefficient models with the sparse regularization

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Asymptotic Statistics

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Spline estimation and variable selection for single-index prediction models with diverging number of index parameters

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Tuning parameter selectors for the smoothly clipped absolute deviation method

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Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components

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Variable selection and estimation for semi-parametric multiple-index models

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Asymptotic properties of sufficient dimension reduction with a diverging number of predictors

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SCAD penalized rank regression with a diverging number of parameters

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Empirical likelihood for semiparametric varying-coefficient partially linear regression models

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Local polynomial fitting in semivarying coefficient model

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Q4438061

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On Distribution-Weighted Partial Least Squares with Diverging Number of Highly Correlated Predictors

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Stable direction recovery in single-index models with a diverging number of predictors

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One-step sparse estimates in nonconcave penalized likelihood models

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On the adaptive elastic net with a diverging number of parameters

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Identifiers

zbMATH Open document ID

1404.62037

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Mathematics Subject Classification ID

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10.1007/S11425-016-9108-Y

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Sitelinks

Mathematics(1 entry)

mardi Publication:1989897

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@@ Property / DOI: 10.1007/S11425-016-9108-Y / rank @@
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