Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression
From MaRDI portal
Publication:5299893
DOI10.1080/10485252.2013.772179zbMath1297.62104OpenAlexW4241170827MaRDI QIDQ5299893
Ri-quan Zhang, Weihua Zhao, Ji-cai Liu
Publication date: 24 June 2013
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2013.772179
variable selectionrobust estimationmodal regressionoracle propertypartially linear varying coefficient modellocal polynomial
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35)
Related Items
Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method, Robust structure identification and variable selection in partial linear varying coefficient models, An efficient and robust variable selection method for longitudinal generalized linear models, Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components, Robust estimation for varying index coefficient models, Model detection and variable selection for mode varying coefficient model, Variable selection for semiparametric varying coefficient partially linear model based on modal regression with missing data, Variable selection for partially varying coefficient model based on modal regression under high dimensional data, Gaussian copula based composite quantile regression in semivarying models with longitudinal data, Estimation in partial linear model with spline modal function, Variable-dependent partial dimension reduction, Semiparametric partially linear varying coefficient modal regression, Robust estimation via modified Cholesky decomposition for modal partially nonlinear models with longitudinal data, A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates, A robust and efficient estimation method for single-index varying-coefficient models, Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection, Robust variable selection for nonlinear models with diverging number of parameters, Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function, A robust and efficient estimation method for nonparametric models with jump points, Weighted composite quantile regression for partially linear varying coefficient models, Effective identification and estimation for the semiparametric measurement error model, Robust distributed modal regression for massive data, Robust adaptive model selection and estimation for partial linear varying coefficient models in rank regression, Local estimation for longitudinal semiparametric varying-coefficient partially linear model, Robust estimation for the varying coefficient partially nonlinear models, A robust and efficient estimation and variable selection method for partially linear single-index models, Robust variable selection in partially varying coefficient single-index model, Single-index modal regression via outer product gradients, Partial linear modelling with multi-functional covariates, Robust estimation and variable selection for varying-coefficient single-index models based on modal regression, Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data, Robust variable selection in modal varying-coefficient models with longitudinal, General local rank estimation for single-index varying coefficient models, Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data, Robust estimation and variable selection for varying-coefficient partially nonlinear models based on modal regression, A robust and efficient estimation method for partially nonlinear models via a new MM algorithm, Robust adaptive estimation for semivarying coefficient models, Robust estimation for partial linear single-index models
Cites Work
- Unnamed Item
- Nearly unbiased variable selection under minimax concave penalty
- The Adaptive Lasso and Its Oracle Properties
- Mode regression
- Local polynomial fitting in semivarying coefficient model
- Variable selection for semiparametric varying coefficient partially linear models
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- One-step sparse estimates in nonconcave penalized likelihood models
- Profile-kernel likelihood inference with diverging number of parameters
- SCAD-penalized regression in high-dimensional partially linear models
- Quantile regression in partially linear varying coefficient models
- Statistical estimation in varying coefficient models
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Generalized partially linear varying-coefficient models
- Variable selection in semiparametric regression modeling
- Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models
- Local modal regression
- Efficient estimation for semivarying-coefficient models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Shrinkage Estimation of the Varying Coefficient Model
- Regularization and Variable Selection Via the Elastic Net