Robust variable selection for the varying index coefficient models

DOI10.1007/S42952-023-00221-8OpenAlexW4385632955MaRDI QIDQ6204701

Yunlu Jiang, Hang Zou

Publication date: 2 April 2024

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42952-023-00221-8

zbMATH Keywords

minorization-maximization algorithmrobust variable selectionexponential squared loss functionvarying index coefficient model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Estimation and testing for partially linear single-index models
• Robust structure identification and variable selection in partial linear varying coefficient models
• Robust estimation for varying index coefficient models
• The least trimmed quantile regression
• Semiparametric nonlinear regression for detecting gene and environment interactions
• Estimation and variable selection for generalized additive partial linear models
• Statistical methods with varying coefficient models
• Spline-backfitted kernel smoothing of partially linear additive model
• Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model
• Variable selection in nonparametric additive models
• Generalized additive models
• Invariance principles for absolutely regular empirical processes
• Nonconcave penalized likelihood with a diverging number of parameters.
• A robust and efficient estimation method for partially nonlinear models via a new MM algorithm
• Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression
• Semi-parametric estimation of partially linear single-index models
• Shrinkage Tuning Parameter Selection with a Diverging number of Parameters
• A New Regression Model: Modal Linear Regression
• Generalized Partially Linear Single-Index Models
• Penalized Spline Estimation for Partially Linear Single-Index Models
• Efficient Estimation and Inferences for Varying-Coefficient Models
• High-dimensional Varying Index Coefficient Quantile Regression Model
• Robust Variable Selection With Exponential Squared Loss
• Varying Index Coefficient Models
• SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
• Nonparametric Inferences for Additive Models
• A practical guide to splines.

This page was built for publication: Robust variable selection for the varying index coefficient models