Pages that link to "Item:Q5252144"
From MaRDI portal
The following pages link to Shrinkage Estimation of the Varying Coefficient Model (Q5252144):
Displayed 50 items.
- 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)
- Identification of Partially Linear Structure in Additive Models with an Application to Gene Expression Prediction from Sequences (Q2912335) (← links)
- VARIABLE SELECTION FOR PARTIALLY LINEAR VARYING COEFFICIENT QUANTILE REGRESSION MODEL (Q2921510) (← links)
- A Note on Application of Nesterov’s Method in Solving Lasso-Type Problems (Q2943784) (← links)
- Variable selection in additive quantile regression using nonconcave penalty (Q2953973) (← links)
- Consistent model identification of varying coefficient quantile regression with BIC tuning parameter selection (Q2979579) (← links)
- SCAD-penalised generalised additive models with non-polynomial dimensionality (Q3145392) (← links)
- Variable selection in high-dimensional partly linear additive models (Q3145401) (← links)
- Statistical inference for a single-index varying coefficient model with measurement errors in all covariates (Q3390605) (← links)
- Variable Selection in Semiparametric Quantile Modeling for Longitudinal Data (Q3462363) (← links)
- Circuit Theory and Model-Based Inference for Landscape Connectivity (Q4916923) (← links)
- Regularization and model selection with categorical predictors and effect modifiers in generalized linear models (Q4970985) (← links)
- Model Selection via Bayesian Information Criterion for Quantile Regression Models (Q4975344) (← links)
- Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates (Q4975349) (← links)
- Segmented Model Selection in Quantile Regression Using the Minimum Description Length Principle (Q4975574) (← links)
- GENERALIZED ADDITIVE PARTIAL LINEAR MODELS WITH HIGH-DIMENSIONAL COVARIATES (Q4979494) (← links)
- (Q5004051) (← links)
- Nonparametric homogeneity pursuit in functional-coefficient models (Q5023851) (← 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)
- Robust estimation and outlier detection for varying-coefficient models via penalized regression (Q5042171) (← links)
- Modified adaptive group lasso for high-dimensional varying coefficient models (Q5055141) (← links)