Forward selection for feature screening and structure identification in varying coefficient models (Q6133729)

scientific article; zbMATH DE number 7730307

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English	Forward selection for feature screening and structure identification in varying coefficient models	scientific article; zbMATH DE number 7730307

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scholarly article

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title

Forward selection for feature screening and structure identification in varying coefficient models (English)

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21 August 2023

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zbMATH Keywords

varying coefficient model

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B-spline

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screening consistency

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structure identification

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BIC

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forward selection

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s13171-021-00261-4

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cites work

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Nonparametric independence screening and structure identification for ultra-high dimensional longitudinal data

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Nonparametric independence screening in sparse ultra-high-dimensional additive models

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Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply

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Adaptively weighted group Lasso for semiparametric quantile regression models

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Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models

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Variable selection and structure identification for varying coefficient Cox models

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Q4902474

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Model Selection via Bayesian Information Criterion for Quantile Regression Models

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Robust rank correlation based screening

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Feature screening via distance correlation learning

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Feature selection for varying coefficient models with ultrahigh-dimensional covariates

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A selective overview of feature screening for ultrahigh-dimensional data

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Sequential Lasso cum EBIC for feature selection with ultra-high dimensional feature space

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The fused Kolmogorov filter: a nonparametric model-free screening method

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A space-time varying coefficient model: the equity of service accessibility

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On varying-coefficient independence screening for high-dimensional varying-coefficient models

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Q4864293

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Weak convergence and empirical processes. With applications to statistics

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Forward regression for ultra-high dimensional variable screening

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Shrinkage estimation of the varying coefficient model

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Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements

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Robust structure identification and variable selection in partial linear varying coefficient models

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Model Selection and Estimation in Regression with Grouped Variables

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Nearly unbiased variable selection under minimax concave penalty

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Forward Additive Regression for Ultrahigh Dimensional Nonparametric Additive Models

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Model-free feature screening for ultrahigh-dimensional data

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Identifiers

Mathematics Subject Classification ID

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10.1007/S13171-021-00261-4

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Sitelinks

Mathematics(1 entry)

mardi Publication:6133729