Dimensionality Reduction and Variable Selection in Multivariate Varying-Coefficient Models With a Large Number of Covariates

DOI10.1080/01621459.2017.1285774zbMath1398.62136OpenAlexW2594578547MaRDI QIDQ4962440

Jianhua Z. Huang, Heng Lian, Kejun He, Shujie Ma

Publication date: 2 November 2018

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2017.1285774

zbMATH Keywords

polynomial splinesmultivariate regressionoracle property

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (7)

Variable screening in multivariate linear regression with high-dimensional covariates ⋮ Improved Estimation of High-dimensional Additive Models Using Subspace Learning ⋮ Multivariate Functional Regression Via Nested Reduced-Rank Regularization ⋮ Estimation of varying coefficient models with measurement error ⋮ Parallel integrative learning for large-scale multi-response regression with incomplete outcomes ⋮ Principal varying coefficient estimator for high-dimensional models ⋮ Unnamed Item

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