Pages that link to "Item:Q5252144"

The following pages link to Shrinkage Estimation of the Varying Coefficient Model (Q5252144):

Displaying 50 items.

• Tree-structured modelling of varying coefficients (Q113880) (← links)
• A new variable selection approach for varying coefficient models (Q267654) (← links)
• Model detection and variable selection for varying coefficient models with longitudinal data (Q270128) (← links)
• Robust structure identification and variable selection in partial linear varying coefficient models (Q274040) (← links)
• Local linear smoothing for sparse high dimensional varying coefficient models (Q276223) (← links)
• Adaptive jump-preserving estimates in varying-coefficient models (Q290702) (← links)
• Parameter estimation for a generalized semiparametric model with repeated measurements (Q312586) (← links)
• A varying-coefficient panel data model with fixed effects: theory and an application to US commercial banks (Q341892) (← links)
• Penalized profiled semiparametric estimating functions (Q377668) (← links)
• Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty (Q379954) (← links)
• Variable selection in high-dimensional quantile varying coefficient models (Q391871) (← links)
• Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models (Q391941) (← links)
• Variable selection of the quantile varying coefficient regression models (Q395876) (← links)
• Variable selection in robust semiparametric modeling for longitudinal data (Q397215) (← links)
• Parametric component detection and variable selection in varying-coefficient partially linear models (Q450863) (← links)
• Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data (Q458634) (← links)
• Nonparametric significance testing and group variable selection (Q476217) (← links)
• Concave group methods for variable selection and estimation in high-dimensional varying coefficient models (Q477279) (← links)
• Semiparametric model building for regression models with time-varying parameters (Q494386) (← links)
• Robust feature screening for varying coefficient models via quantile partial correlation (Q506573) (← links)
• Shrinkage estimation of the linear model with spatial interaction (Q506575) (← links)
• Robust estimation and variable selection in censored partially linear additive models (Q508109) (← links)
• Variable selection for varying coefficient models with measurement errors (Q641766) (← links)
• Efficient estimation of varying coefficient models with serially correlated errors (Q670140) (← links)
• Robust adaptive model selection and estimation for partial linear varying coefficient models in rank regression (Q684061) (← links)
• Quantile index coefficient model with variable selection (Q730423) (← links)
• Penalized estimation in additive varying coefficient models using grouped regularization (Q744806) (← links)
• Shrinkage estimation of varying covariate effects based on quantile regression (Q746335) (← links)
• Quantile regression for dynamic partially linear varying coefficient time series models (Q746867) (← links)
• Local Walsh-average regression (Q765825) (← links)
• Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data (Q779677) (← links)
• Variable selection for spatial autoregressive models with a diverging number of parameters (Q779691) (← links)
• A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model (Q830540) (← links)
• Model detection and estimation for varying coefficient panel data models with fixed effects (Q830568) (← links)
• Functional index coefficient models with variable selection (Q888320) (← links)
• Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models (Q892254) (← links)
• Variable selection for semiparametric varying coefficient partially linear errors-in-variables models (Q979240) (← links)
• Variable selection in nonparametric additive models (Q988006) (← links)
• Model detection for functional polynomial regression (Q1615229) (← links)
• Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients (Q1615281) (← links)
• Estimation in linear regression models with measurement errors subject to single-indexed distortion (Q1621210) (← links)
• Regularization and model selection for quantile varying coefficient model with categorical effect modifiers (Q1623652) (← links)
• Domain selection for the varying coefficient model via local polynomial regression (Q1623796) (← links)
• Feature screening for generalized varying coefficient models with application to dichotomous responses (Q1659028) (← links)
• Robust variable selection of joint frailty model for panel count data (Q1661331) (← links)
• Identification of local sparsity and variable selection for varying coefficient additive hazards models (Q1662933) (← links)
• A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction (Q1663132) (← links)
• Semiparametric quantile estimation for varying coefficient partially linear measurement errors models (Q1668053) (← links)
• Inference on modelling cross-sectional dependence for a varying-coefficient model (Q1670140) (← links)
• Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression (Q1685286) (← links)