Variable selection in robust semiparametric modeling for longitudinal data

DOI10.1016/J.JKSS.2013.10.003zbMath1306.62065OpenAlexW2080588939MaRDI QIDQ397215

Lu Lin, Kang-Ning Wang

Publication date: 11 August 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2013.10.003

zbMATH Keywords

robustnesslongitudinal datasemiparametric modelvariable selectionoracle propertyM-type estimator

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric robustness (62G35) Nonparametric estimation (62G05) Statistical ranking and selection procedures (62F07)

Related Items (5)

Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data ⋮ Robust variable selection in semiparametric mixed effects longitudinal data models ⋮ Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function ⋮ Variable selection for spatial semivarying coefficient models ⋮ Robust variable selection in modal varying-coefficient models with longitudinal

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Longitudinal data analysis using generalized linear models
• The Adaptive Lasso and Its Oracle Properties
• Variable selection in semiparametric regression analysis for longitudinal data
• Component selection and smoothing in multivariate nonparametric regression
• One-step sparse estimates in nonconcave penalized likelihood models
• Variable selection in nonparametric additive models
• Quantile regression with varying coefficients
• Quantile regression in partially linear varying coefficient models
• Additive regression and other nonparametric models
• The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
• Robust variable selection through MAVE
• LAD variable selection for linear models with randomly censored data
• Variable selection of varying coefficient models in quantile regression
• Variable selection in quantile varying coefficient models with longitudinal data
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• Variable selection in semiparametric regression modeling
• Variable selection using MM algorithms
• A unified variable selection approach for varying coefficient models
• Variable selection in partly linear regression model with diverging dimensions for right censored data
• Variable selection and estimation in high-dimensional varying-coefficient models
• Linear or Nonlinear? Automatic Structure Discovery for Partially Linear Models
• Convergence rate of b-spline estimators of nonparametric conditional quantile functions^∗
• Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• An Adaptive Estimation of Dimension Reduction Space
• Shrinkage Estimation of the Varying Coefficient Model
• Consistent Model Selection for Marginal Generalized Additive Model for Correlated Data
• Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
• Robust inference in generalized linear models for longitudinal data
• Robust Estimation in Generalized Partial Linear Models for Clustered Data
• A selective review of group selection in high-dimensional models

This page was built for publication: Variable selection in robust semiparametric modeling for longitudinal data