Pages that link to "Item:Q5252144"
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The following pages link to Shrinkage Estimation of the Varying Coefficient Model (Q5252144):
Displayed 50 items.
- Improving the prediction performance of the Lasso by subtracting the additive structural noises (Q1729359) (← links)
- Variable selection for spatial semivarying coefficient models (Q1744709) (← links)
- Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors (Q1796954) (← links)
- Variable selection of varying coefficient models in quantile regression (Q1950855) (← links)
- Variable selection for varying coefficient models via kernel based regularized rank regression (Q1987596) (← links)
- Semiparametric model for covariance regression analysis (Q2008100) (← links)
- Testing constancy in varying coefficient models (Q2024439) (← links)
- Shrinkage estimation of the varying-coefficient model with continuous and categorical covariates (Q2036915) (← links)
- Model identification and selection for single-index varying-coefficient models (Q2042522) (← links)
- New efficient spline estimation for varying-coefficient models with two-step knot number selection (Q2044766) (← links)
- Gini correlation for feature screening (Q2046243) (← links)
- Penalized kernel quantile regression for varying coefficient models (Q2059422) (← links)
- Estimation of functional-coefficient autoregressive models with measurement error (Q2079617) (← links)
- Robust estimation for varying coefficient partially functional linear regression models based on exponential squared loss function (Q2111807) (← links)
- Covariate-adjusted inference for differential analysis of high-dimensional networks (Q2121714) (← links)
- Model detection and variable selection for mode varying coefficient model (Q2152192) (← links)
- Sequential feature screening for generalized linear models with sparse ultra-high dimensional data (Q2200110) (← links)
- Structure identification for varying coefficient models with measurement errors based on kernel smoothing (Q2208398) (← links)
- Multiplicative regression models with distortion measurement errors (Q2208411) (← links)
- Penalized quadratic inference function-based variable selection for generalized partially linear varying coefficient models with longitudinal data (Q2223100) (← links)
- A semiparametric spatial dynamic model (Q2249848) (← links)
- Variable selection for fixed effects varying coefficient models (Q2256573) (← links)
- Robust spline-based variable selection in varying coefficient model (Q2256603) (← links)
- Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data (Q2273189) (← links)
- Test for conditional independence with application to conditional screening (Q2293386) (← links)
- A robust varying coefficient approach to fuzzy multiple regression model (Q2297146) (← links)
- Marginal quantile regression for varying coefficient models with longitudinal data (Q2304243) (← links)
- Polynomial spline approach for variable selection and estimation in varying coefficient models for time series data (Q2339518) (← links)
- Robust adaptive estimation for semivarying coefficient models (Q2343642) (← links)
- Adaptive estimation for varying coefficient models (Q2348441) (← links)
- SCAD-penalized regression for varying-coefficient models with autoregressive errors (Q2348446) (← links)
- Variable selection in quantile varying coefficient models with longitudinal data (Q2359501) (← links)
- Modified SEE variable selection for varying coefficient instrumental variable models (Q2360935) (← links)
- Generalized varying coefficient partially linear measurement errors models (Q2397047) (← links)
- Penalized estimation equation for an extended single-index model (Q2397050) (← links)
- Jump-detection-based estimation in time-varying coefficient models and empirical applications (Q2404166) (← links)
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models (Q2429932) (← links)
- Lazy lasso for local regression (Q2512747) (← links)
- Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity (Q2513792) (← links)
- Walsh-average based variable selection for varying coefficient models (Q2513793) (← links)
- Empirical likelihood-based inferences in varying coefficient models with missing data (Q2516073) (← links)
- SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part (Q2637602) (← links)
- Model structure selection in single-index-coefficient regression models (Q2637608) (← links)
- An integrated panel data approach to modelling economic growth (Q2673191) (← links)
- Robust estimation and variable selection for varying-coefficient single-index models based on modal regression (Q2816857) (← links)
- Robust variable selection and parametric component identification in varying coefficient models (Q2817178) (← links)
- Penalized LAD Regression for Single-index Models (Q2821006) (← links)
- Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors (Q2832637) (← links)
- Partially Linear Structure Selection in Cox Models with Varying Coefficients (Q2846441) (← links)
- Spatial Shrinkage Estimation of Diffusion Tensors on Diffusion-Weighted Imaging Data (Q2861800) (← links)