Adaptive semi-varying coefficient model selection
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Cited in
(64)- Adaptive model selection using empirical complexities
- Regularization and model selection for quantile varying coefficient model with categorical effect modifiers
- Laplace error penalty-based M-type model detection for a class of high dimensional semiparametric models
- Feature screening for generalized varying coefficient models with application to dichotomous responses
- Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
- Additive varying-coefficient model for nonlinear gene-environment interactions
- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
- Efficient model selection in semivarying coefficient models
- Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data
- Penalized kernel quantile regression for varying coefficient models
- Estimation of semi-varying coefficient models for longitudinal data with irregular error structure
- Robust MAVE for single-index varying-coefficient models
- Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components
- Model detection and variable selection for mode varying coefficient model
- Structure identification for varying coefficient models with measurement errors based on kernel smoothing
- A semiparametric spatial dynamic model
- Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models
- Robust adaptive estimation for semivarying coefficient models
- Adaptive estimation for varying coefficient models
- SCAD-penalized regression for varying-coefficient models with autoregressive errors
- Model detection and estimation for single-index varying coefficient model
- Estimation and model identification of longitudinal data time-varying nonparametric models
- Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity
- Identification of non-varying coefficients in varying-coefficient models
- A new variable selection approach for varying coefficient models
- Model detection and variable selection for varying coefficient models with longitudinal data
- Robust structure identification and variable selection in partial linear varying coefficient models
- Local linear smoothing for sparse high dimensional varying coefficient models
- Semiparametric quantile regression analysis of right-censored and length-biased failure time data with partially linear varying effects
- Identification of the constant components in generalised semivarying coefficient models by cross-validation
- Back-fitting procedure for semi-varying coefficient models
- Adaptive-weighted estimation of semi-varying coefficient models with heteroscedastic errors
- Variable selection of the quantile varying coefficient regression models
- Semi-parametric adjustment to computer models
- Semivarying coefficient least-squares support vector regression for analyzing high-dimensional gene-environmental data
- Estimation in partial linear model with spline modal function
- Simultaneous variable selection and structural identification for time‐varying coefficient models
- Structure identification and variable selection in geographically weighted regression models
- Robust variable selection for the varying coefficient model based on composite \(L_1\)-\(L_2\) regression
- Nonparametric estimation of varying-coefficient single-index models
- Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data
- Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data
- Structural identification and variable selection in high-dimensional varying-coefficient models
- Testing for nonvarying coefficients in varying-coefficients models based on trend analysis of the coefficient estimates
- Automatic variable selection for semiparametric spatial autoregressive model
- Varying Coefficient Regression Models: A Review and New Developments
- Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction
- A flexible adaptive lasso Cox frailty model based on the full likelihood
- Model-averaging-based semiparametric modeling for conditional quantile prediction
- Robust adaptive model selection and estimation for partial linear varying coefficient models in rank regression
- Optimal conditional quantile prediction via model averaging of partially linear additive models
- Penalized robust estimating equation and variable selection in a partially linear single-index varying-coefficient model
- Automatic structure identification of semiparametric spatial autoregressive model based on smooth-threshold estimating equation
- Semi-varying coefficient multinomial logistic regression for disease progression risk prediction
- GMM estimation and variable selection of semiparametric model with increasing dimension and high-order spatial dependence
- Variable selection for semivarying coefficient models via local averaging
- Varying Coefficient Model via Adaptive Spline Fitting
- Robust model structure recovery for ultra-high-dimensional varying-coefficient models
- Statistical test for detrending-moving-average-based multivariate regression model
- Variable selection and structure identification for additive models with longitudinal data
- Model identification and selection for varying coefficient errors-in-variables models
- Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models
- Fast inference for semi-varying coefficient models via local averaging
- Model detection and estimation for varying coefficient panel data models with fixed effects
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