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

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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
@@ Property / cites work: Nonparametric regression with errors in variables / rank @@
+Normal rank
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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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+Q4947007
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+Normal rank
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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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+Normal rank
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+Q3057792
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+Normal rank
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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
+Normal rank
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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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+Q2756704
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+Normal rank
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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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+Normal rank
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+Penalized high-dimensional empirical likelihood
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+Normal rank
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+Q4864293
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+Normal rank
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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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