Penalized empirical likelihood for partially linear errors-in-variables models (Q2234732): Difference between revisions

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scientific article

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English	Penalized empirical likelihood for partially linear errors-in-variables models	scientific article

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scholarly article

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Penalized empirical likelihood for partially linear errors-in-variables models (English)

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AStA. Advances in Statistical Analysis

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publication date

19 October 2021

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zbMATH Keywords

penalized empirical likelihood

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measurement error

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variable selection

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partially linear models

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10182-020-00365-6

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Measurement Error in Nonlinear Models

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A new scope of penalized empirical likelihood with high-dimensional estimating equations

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Empirical likelihood inference for parameters in a partially linear errors-in-variables model

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Empirical Likelihood Confidence Region for Parameters in Semi-linear Errors-in-Variables Models

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On parameter estimation for semi-linear errors-in-variables models

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

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)

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Nonconcave penalized likelihood with a diverging number of parameters.

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Nonparametric regression with errors in variables

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Penalized empirical likelihood for semiparametric models with a diverging number of parameters

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Variable selection in high-dimensional partially linear additive models for composite quantile regression

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Statistical inference in the partial linear models with the double smoothing local linear regression method

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Variable selection using MM algorithms

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Corrected-loss estimation for error-in-variable partially linear model

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

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Asymptotics for Lasso-type estimators.

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A penalized empirical likelihood method in high dimensions

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Penalized empirical likelihood and growing dimensional general estimating equations

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Empirical Likelihood Confidence Region for the Parameter in a Partially Linear Errors-in-Variables Model

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Asymptotic normality of parametric part in partially linear models with measurement error in the nonparametric part

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

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Variable Selection for Partially Linear Models With Measurement Errors

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A unified approach to model selection and sparse recovery using regularized least squares

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Penalized empirical likelihood estimation of semiparametric models

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Empirical likelihood ratio confidence intervals for a single functional

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Empirical likelihood and general estimating equations

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Variable selection using penalized empirical likelihood

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Deconvolving kernel density estimators

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Penalized high-dimensional empirical likelihood

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Penalized empirical likelihood for the sparse Cox regression model

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Tuning parameter selectors for the smoothly clipped absolute deviation method

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Penalized empirical likelihood inference for sparse additive hazards regression with a diverging number of covariates

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Empirical Likelihood for Censored Linear Regression and Variable Selection

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Hypothesis tests in partial linear errors-in-variables models with missing response

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L 1/2 regularization

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Empirical likelihood for partly linear models with errors in all variables

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Adaptive Lasso for Cox's proportional hazards model

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A Semi‐parametric Regression Model with Errors in Variables

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The Adaptive Lasso and Its Oracle Properties

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1007/S10182-020-00365-6

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Mathematics(1 entry)

mardi Publication:2234732

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