Variable selection for spatial semivarying coefficient models
From MaRDI portal
Publication:1744709
DOI10.1007/S10463-016-0589-2zbMath1387.62056OpenAlexW2564805232MaRDI QIDQ1744709
Publication date: 19 April 2018
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-016-0589-2
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Applications of statistics to social sciences (62P25)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Variable selection in robust semiparametric modeling for longitudinal data
- Local linear spatial quantile regression
- Penalized maximum likelihood estimation and variable selection in geostatistics
- Conditional growth charts. (With discussion and rejoinder)
- Kernel density estimation on random fields
- One-step sparse estimates in nonconcave penalized likelihood models
- Variable selection in nonparametric additive models
- Quantile regression in partially linear varying coefficient models
- B-spline estimation for varying coefficient regression with spatial data
- Nearest neighbor estimators for random fields
- Hedonic housing prices and the demand for clean air
- Nonlinear time series. Nonparametric and parametric methods
- Local likelihood density estimation on random fields
- Variable selection of varying coefficient models in quantile regression
- Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates
- Variable selection in quantile varying coefficient models with longitudinal data
- Local linear spatial regression
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression
- Estimating spatial quantile regression with functional coefficients: a robust semiparametric framework
- Exploring spatial nonlinearity using additive approximation
- Estimation in semiparametric spatial regression
- Variable selection using MM algorithms
- Variable selection in spatial regression via penalized least squares
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
- On Selection of Spatial Linear Models for Lattice Data
- Nonparametric Estimation of Probability Density Functions for Irregularly Observed Spatial Data
- Robust estimation for functional coefficient regression models with spatial data
- Shrinkage Estimation of the Varying Coefficient Model
- Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- A selective review of group selection in high-dimensional models
This page was built for publication: Variable selection for spatial semivarying coefficient models