Pages that link to "Item:Q5252144"
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The following pages link to Shrinkage Estimation of the Varying Coefficient Model (Q5252144):
Displayed 34 items.
- Robust functional coefficient selection for the single-index varying coefficients regression model (Q5065282) (← links)
- Median-of-means approach for repeated measures data (Q5078874) (← links)
- Estimation in partial linear model with spline modal function (Q5082778) (← links)
- Sparsity identification for high-dimensional partially linear model with measurement error (Q5085031) (← links)
- Time-varying coefficient model estimation through radial basis functions (Q5093028) (← links)
- Simultaneous variable selection and structural identification for time‐varying coefficient models (Q5095822) (← links)
- Fast robust feature screening for ultrahigh-dimensional varying coefficient models (Q5106814) (← links)
- Structure identification and variable selection in geographically weighted regression models (Q5106911) (← links)
- Principal single-index varying-coefficient models for dimension reduction in quantile regression (Q5107741) (← links)
- Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients (Q5111851) (← links)
- Robust variable selection for the varying coefficient model based on composite<i>L</i><sub>1</sub>–<i>L</i><sub>2</sub>regression (Q5129091) (← links)
- Quickly variable selection for varying coefficient models with missing response at random (Q5160177) (← links)
- Estimation by polynomial splines with variable selection in additive Cox models (Q5169752) (← links)
- Principal varying coefficient estimator for high-dimensional models (Q5205848) (← links)
- Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data (Q5220801) (← links)
- INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS (Q5221309) (← links)
- Structural identification and variable selection in high-dimensional varying-coefficient models (Q5266564) (← links)
- The connection between cross-validation and Akaike information criterion in a semiparametric family (Q5299889) (← links)
- Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression (Q5299893) (← links)
- Partial correlation screening for varying coefficient models (Q5855708) (← links)
- Partially linear additive quantile regression in ultra-high dimension (Q5963523) (← links)
- A selective review of group selection in high-dimensional models (Q5965305) (← links)
- Automatic variable selection for semiparametric spatial autoregressive model (Q6049848) (← links)
- Efficient estimation in varying coefficient regression models (Q6050785) (← links)
- Varying Coefficient Regression Models: A Review and New Developments (Q6064064) (← links)
- A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series (Q6064410) (← links)
- Robust and sparse learning of varying coefficient models with high-dimensional features (Q6067833) (← links)
- Unified variable selection for varying coefficient models with longitudinal data (Q6076833) (← links)
- Varying‐coefficient regression analysis for pooled biomonitoring (Q6079617) (← links)
- Selection of Effects in Cox Frailty Models by Regularization Methods (Q6079979) (← links)
- Time-varying forecast combination for high-dimensional data (Q6090590) (← links)
- Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction (Q6113515) (← links)
- Quantile varying-coefficient structural equation model (Q6122758) (← links)
- Forward selection for feature screening and structure identification in varying coefficient models (Q6133729) (← links)