Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty
From MaRDI portal
Publication:379954
DOI10.1007/S00184-012-0422-8zbMathNoneOpenAlexW2069031850MaRDI QIDQ379954
Zhaoping Hong, Heng Lian, Yuao Hu
Publication date: 11 November 2013
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-012-0422-8
Related Items (5)
Regularized quantile regression for ultrahigh-dimensional data with nonignorable missing responses ⋮ Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function ⋮ Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models ⋮ Partial linear modelling with multi-functional covariates ⋮ Sparse nonparametric model for regression with functional covariate
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nearly unbiased variable selection under minimax concave penalty
- The Adaptive Lasso and Its Oracle Properties
- Estimation and variable selection for generalized additive partial linear models
- One-step sparse estimates in nonconcave penalized likelihood models
- Profile-kernel likelihood inference with diverging number of parameters
- Variable selection in nonparametric additive models
- SCAD-penalized regression in high-dimensional partially linear models
- Statistical estimation in varying coefficient models
- Nonconcave penalized likelihood with a diverging number of parameters.
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Variable selection in semiparametric regression modeling
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
- Variable selection and estimation in high-dimensional varying-coefficient models
- Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
- A Statistical View of Some Chemometrics Regression Tools
- Smoothing Spline Estimation in Varying-Coefficient Models
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Shrinkage Estimation of the Varying Coefficient Model
- Nonconcave Penalized Likelihood With NP-Dimensionality
- Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
- Smoothly Clipped Absolute Deviation on High Dimensions
- On the Non-Negative Garrotte Estimator
- A practical guide to splines.
This page was built for publication: Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty
