Variable selection in partial linear regression with functional covariate (Q3462158): Difference between revisions

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+Least angle regression. (With discussion)
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+Normal rank
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+Asymptotic properties of bridge estimators in sparse high-dimensional regression 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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+Smoothly Clipped Absolute Deviation on High Dimensions
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+Nonconcave Penalized Likelihood With NP-Dimensionality
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+Variable Selection for Partially Linear Models With Measurement Errors
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+High-dimensional additive modeling
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+Automatic model selection for partially linear models
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+SCAD-penalized regression in high-dimensional partially linear models
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+Factor models and variable selection in high-dimensional regression analysis
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+Most-predictive design points for functional data predictors
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+Semi-functional partial linear regression
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+Nonparametric time series prediction: A semi-functional partial linear modeling
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+Functional partial linear model
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+A unified approach to model selection and sparse recovery using regularized least squares
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+One-step sparse estimates in nonconcave penalized likelihood models
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+Adaptive Lasso estimators for ultrahigh dimensional generalized linear models
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+Rate of uniform consistency for nonparametric estimates with functional variables
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+On the conditions used to prove oracle results for the Lasso
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+Defining probability density for a distribution of random functions
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+Discussion: One-step sparse estimates in nonconcave penalized likelihood models
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