Two-stage model selection procedures in partially linear regression
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Publication:4652913
DOI10.2307/3315936zbMath1063.62052OpenAlexW2071351147MaRDI QIDQ4652913
Florentina Bunea, Marten H. Wegkamp
Publication date: 28 February 2005
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3315936
Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) Linear inference, regression (62J99)
Related Items (8)
Asymptotic properties of lasso in high-dimensional partially linear models ⋮ Automatic model selection for partially linear models ⋮ VARIABLE SELECTION FOR PARTIALLY LINEAR VARYING COEFFICIENT QUANTILE REGRESSION MODEL ⋮ Test for high dimensional regression coefficients of partially linear models ⋮ Generalized F-test for high dimensional regression coefficients of partially linear models ⋮ Variable selection in the partially linear errors-in-variables models for longitudinal data ⋮ An RKHS-based approach to double-penalized regression in high-dimensional partially linear models ⋮ PARTIALLY LINEAR MODEL SELECTION BY THE BOOTSTRAP
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