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.
- Robust estimation and variable selection in censored partially linear additive models (Q508109) (← links)
- Variable selection for varying coefficient models with measurement errors (Q641766) (← links)
- Efficient estimation of varying coefficient models with serially correlated errors (Q670140) (← links)
- Robust adaptive model selection and estimation for partial linear varying coefficient models in rank regression (Q684061) (← links)
- Quantile index coefficient model with variable selection (Q730423) (← links)
- Penalized estimation in additive varying coefficient models using grouped regularization (Q744806) (← links)
- Shrinkage estimation of varying covariate effects based on quantile regression (Q746335) (← links)
- Quantile regression for dynamic partially linear varying coefficient time series models (Q746867) (← links)
- Local Walsh-average regression (Q765825) (← links)
- Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data (Q779677) (← links)
- Variable selection for spatial autoregressive models with a diverging number of parameters (Q779691) (← links)
- A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model (Q830540) (← links)
- Model detection and estimation for varying coefficient panel data models with fixed effects (Q830568) (← links)
- Functional index coefficient models with variable selection (Q888320) (← links)
- Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models (Q892254) (← links)
- Variable selection for semiparametric varying coefficient partially linear errors-in-variables models (Q979240) (← links)
- Variable selection in nonparametric additive models (Q988006) (← links)
- Model detection for functional polynomial regression (Q1615229) (← links)
- Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients (Q1615281) (← links)
- Estimation in linear regression models with measurement errors subject to single-indexed distortion (Q1621210) (← links)
- Regularization and model selection for quantile varying coefficient model with categorical effect modifiers (Q1623652) (← links)
- Domain selection for the varying coefficient model via local polynomial regression (Q1623796) (← links)
- Feature screening for generalized varying coefficient models with application to dichotomous responses (Q1659028) (← links)
- Robust variable selection of joint frailty model for panel count data (Q1661331) (← links)
- Identification of local sparsity and variable selection for varying coefficient additive hazards models (Q1662933) (← links)
- A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction (Q1663132) (← links)
- Semiparametric quantile estimation for varying coefficient partially linear measurement errors models (Q1668053) (← links)
- Inference on modelling cross-sectional dependence for a varying-coefficient model (Q1670140) (← links)
- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression (Q1685286) (← links)
- 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)