Pages that link to "Item:Q1879925"
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The following pages link to Consistent covariate selection and post model selection inference in semiparametric regression. (Q1879925):
Displayed 34 items.
- Robust ridge estimator in restricted semiparametric regression models (Q272065) (← links)
- Sparse estimators and the oracle property, or the return of Hodges' estimator (Q290948) (← links)
- Asymptotic properties of lasso in high-dimensional partially linear models (Q294512) (← links)
- Variable selection for single-index varying-coefficient model (Q372228) (← links)
- Penalized profiled semiparametric estimating functions (Q377668) (← links)
- Absolute penalty and shrinkage estimation in partially linear models (Q433248) (← links)
- Asymptotic theory of generalized information criterion for geostatistical regression model selection (Q482898) (← links)
- Generalized \(p\)-values for testing regression coefficients in partially linear models (Q545424) (← links)
- Variable selection in the partially linear errors-in-variables models for longitudinal data (Q692735) (← links)
- Automatic model selection for partially linear models (Q842929) (← links)
- SPADES and mixture models (Q988014) (← links)
- Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models (Q1017635) (← links)
- On the distribution of the adaptive LASSO estimator (Q1022011) (← links)
- Optimal QR-based estimation in partially linear regression models with correlated errors using GCV criterion (Q1662035) (← links)
- An RKHS-based approach to double-penalized regression in high-dimensional partially linear models (Q1795582) (← links)
- Shrinkage ridge estimators in semiparametric regression models (Q2018596) (← links)
- Adaptive log-density estimation (Q2131904) (← links)
- Mixing partially linear regression models (Q2392079) (← links)
- Some improved estimation strategies in high-dimensional semiparametric regression models with application to riboflavin production data (Q2423185) (← links)
- Aggregation for Gaussian regression (Q2456016) (← links)
- Consistent variable selection in high dimensional regression via multiple testing (Q2507896) (← links)
- PARTIALLY LINEAR MODEL SELECTION BY THE BOOTSTRAP (Q2810371) (← links)
- Shrinkage ridge regression in partial linear models (Q2830190) (← links)
- VARIABLE SELECTION FOR PARTIALLY LINEAR VARYING COEFFICIENT QUANTILE REGRESSION MODEL (Q2921510) (← links)
- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS (Q3614906) (← links)
- Two-stage model selection procedures in partially linear regression (Q4652913) (← links)
- Efficiency of the QR class estimator in semiparametric regression models to combat multicollinearity (Q4960645) (← links)
- High-Dimensional Inference for Cluster-Based Graphical Models (Q4969100) (← links)
- Test for high dimensional regression coefficients of partially linear models (Q5077482) (← links)
- Variable selection for partially varying coefficient single-index model (Q5129142) (← links)
- Least trimmed squares ridge estimation in partially linear regression models (Q5222515) (← links)
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION (Q5697622) (← links)
- Sequential profile Lasso for ultra-high-dimensional partially linear models (Q5880183) (← links)
- Partially linear additive quantile regression in ultra-high dimension (Q5963523) (← links)