Variable selection in partial linear regression with functional covariate

DOI10.1080/02331888.2014.998675zbMath1337.62071OpenAlexW2050755923MaRDI QIDQ3462158

Philippe Vieu, Germán Aneiros-Pérez, Frédéric Ferraty

Publication date: 4 January 2016

Published in: Unnamed Author (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2014.998675

zbMATH Keywords

variable selectionfunctional datasparse modelhighly increasing dimensionpartially linear modelling

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric inference (62G99)

Related Items (18)

An introduction to recent advances in high/infinite dimensional statistics ⋮ Feature selection for functional data ⋮ Estimation and variable selection for partially functional linear models ⋮ Robust estimation for varying index coefficient models ⋮ Estimation and variable selection for partial functional linear regression ⋮ Sparse semiparametric regression when predictors are mixture of functional and high-dimensional variables ⋮ Fast and efficient algorithms for sparse semiparametric bifunctional regression ⋮ Tests for the linear hypothesis in semi-functional partial linear regression models ⋮ Estimation and inference in semi-functional partially linear measurement error models ⋮ Semi-functional partial linear quantile regression ⋮ Optimal model averaging estimator for semi-functional partially linear models ⋮ Estimation and testing for partially functional linear errors-in-variables models ⋮ Variable Selection in Semiparametric Bi-functional Models ⋮ Sparse clustering of functional data ⋮ Partial linear modelling with multi-functional covariates ⋮ Variable selection in functional regression models: a review ⋮ Sparse nonparametric model for regression with functional covariate ⋮ Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density

Cites Work

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• Automatic model selection for partially linear models
• One-step sparse estimates in nonconcave penalized likelihood models
• Discussion: One-step sparse estimates in nonconcave penalized likelihood models
• SCAD-penalized regression in high-dimensional partially linear models
• Rate of uniform consistency for nonparametric estimates with functional variables
• High-dimensional additive modeling
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• Least angle regression. (With discussion)
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• Adaptive Lasso estimators for ultrahigh dimensional generalized linear models
• Nonparametric time series prediction: A semi-functional partial linear modeling
• Semi-functional partial linear regression
• Functional partial linear model
• Most-predictive design points for functional data predictors
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable Selection for Partially Linear Models With Measurement Errors
• Nonconcave Penalized Likelihood With NP-Dimensionality
• Smoothly Clipped Absolute Deviation on High Dimensions

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