Pages that link to "Item:Q1020975"

The following pages link to SCAD-penalized regression in high-dimensional partially linear models (Q1020975):

Displaying 50 items.

• Sparse semiparametric regression when predictors are mixture of functional and high-dimensional variables (Q2666059) (← links)
• High-dimensional sparse portfolio selection with nonnegative constraint (Q2700403) (← links)
• Variable Selection for Semiparametric Partially Linear Covariate-Adjusted Regression Models (Q2792277) (← links)
• Robust group non-convex estimations for high-dimensional partially linear models (Q2811266) (← links)
• Profile Likelihood Inferences on the Partially Linear Model with a Diverging Number of Parameters (Q2815338) (← 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)
• Bridge Estimators in the Partially Linear Model with High Dimensionality (Q2892634) (← links)
• Variable selection for semiparametric regression models with iterated penalisation (Q2892927) (← links)
• Identification of Partially Linear Structure in Additive Models with an Application to Gene Expression Prediction from Sequences (Q2912335) (← links)
• Shrinkage Tuning Parameter Selection with a Diverging number of Parameters (Q2920262) (← links)
• Variable selection in additive quantile regression using nonconcave penalty (Q2953973) (← links)
• Testing the monotonicity or convexity of a function using regression splines (Q3019145) (← links)
• Variable Selection for Partially Linear Models with Randomly Censored Data (Q3072391) (← links)
• SCAD-penalised generalised additive models with non-polynomial dimensionality (Q3145392) (← links)
• Variable selection in high-dimensional partly linear additive models (Q3145401) (← links)
• GMM estimation in partial linear models with endogenous covariates causing an over-identified problem (Q3178629) (← links)
• Variable selection via penalized minimum φ-divergence estimation in logistic regression (Q3179244) (← links)
• Variable selection in partial linear regression with functional covariate (Q3462158) (← links)
• Estimation and variable selection in single-index composite quantile regression (Q4607357) (← links)
• Sequential Lasso Cum EBIC for Feature Selection With Ultra-High Dimensional Feature Space (Q4975573) (← links)
• WLAD-LASSO method for robust estimation and variable selection in partially linear models (Q5031688) (← links)
• Variable selection of partially linear varying coefficient spatial autoregressive model (Q5036902) (← links)
• Penalized profile quasi-maximum likelihood method of partially linear spatial autoregressive model (Q5036903) (← links)
• (Q5054581) (← links)
• Test for high dimensional regression coefficients of partially linear models (Q5077482) (← links)
• Variable selection for semiparametric varying-coefficient spatial autoregressive models with a diverging number of parameters (Q5078507) (← links)
• Detection the symmetry or asymmetry of model errors in partial linear models (Q5082967) (← links)
• Sparsity identification for high-dimensional partially linear model with measurement error (Q5085031) (← links)
• Test for high dimensional partially linear models (Q5096016) (← links)
• Estimation of semiparametric regression model with right-censored high-dimensional data (Q5107372) (← links)
• Scalable Algorithms for the Sparse Ridge Regression (Q5148400) (← links)
• Estimation by polynomial splines with variable selection in additive Cox models (Q5169752) (← links)
• Variable selection for semiparametric errors-in-variables regression model with longitudinal data (Q5219385) (← links)
• Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression (Q5299893) (← links)
• Nonconcave penalized estimation for partially linear models with longitudinal data (Q5739649) (← links)
• Sequential profile Lasso for ultra-high-dimensional partially linear models (Q5880183) (← links)
• Partially linear additive quantile regression in ultra-high dimension (Q5963523) (← links)
• The EBIC and a sequential procedure for feature selection in interactive linear models with high-dimensional data (Q5963707) (← links)
• Variable-dependent partial dimension reduction (Q6051849) (← links)
• A new test for high‐dimensional regression coefficients in partially linear models (Q6059428) (← links)
• Semiparametric time series regression modeling with a diverging number of parameters (Q6089164) (← links)
• Root-finding approaches for computing conformal prediction set (Q6097145) (← links)
• Sorted \(L_1/L_2\) minimization for sparse signal recovery (Q6120011) (← links)
• Communication-efficient distributed estimation of partially linear additive models for large-scale data (Q6126675) (← links)
• Two-stage Walsh-average-based robust estimation and variable selection for partially linear additive spatial autoregressive models (Q6138715) (← links)
• On selection of semiparametric spatial regression models (Q6541496) (← links)
• Additive partially linear models for ultra-high-dimensional regression (Q6541498) (← links)
• Distributed debiased estimation of high-dimensional partially linear models with jumps (Q6554229) (← links)
• Testing linearity in functional partially linear models (Q6565541) (← links)