Linear or nonlinear? Automatic structure discovery for partially linear models
From MaRDI portal
Recommendations
- Discovering model structure for partially linear models
- Variable selection and estimation in high-dimensional partially linear models
- Automatic structure discovery for varying-coefficient partially linear models
- Linearity identification for general partial linear single-index models
- Automatic model selection for partially linear models
Cited in
(97)- Flexible and Interpretable Models for Survival Data
- Kernel continuum regression
- Penalized likelihood and Bayesian function selection in regression models
- Partially linear structure identification in generalized additive models with NP-dimensionality
- Partially linear transformation cure models for interval-censored data
- Additive varying-coefficient model for nonlinear gene-environment interactions
- Minimax optimal estimation in partially linear additive models under high dimension
- Linearity identification for general partial linear single-index models
- A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
- Additive monotone regression in high and lower dimensions
- Rank-based shrinkage estimation for identification in semiparametric additive models
- Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data
- Parametric and semiparametric reduced-rank regression with flexible sparsity
- Two-stage estimation and simultaneous confidence band in partially nonlinear additive model
- Model pursuit and variable selection in the additive accelerated failure time model
- GRID: a variable selection and structure discovery method for high dimensional nonparametric regression
- Sparse model identification and learning for ultra-high-dimensional additive partially linear models
- Discovering model structure for partially linear models
- Adaptively weighted group Lasso for semiparametric quantile regression models
- Model detection and estimation for single-index varying coefficient model
- Variable selection and structure identification for varying coefficient Cox models
- Variable selection in Cox regression models with varying coefficients
- SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part
- Bi-level variable selection in semiparametric transformation models with right-censored data
- Interquantile shrinkage in spatial additive autoregressive models
- Model detection and variable selection for varying coefficient models with longitudinal data
- A robust penalized estimation for identification in semiparametric additive models
- Robust structure identification and variable selection in partial linear varying coefficient models
- Local linear smoothing for sparse high dimensional varying coefficient models
- Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors
- Semiparametric quantile regression analysis of right-censored and length-biased failure time data with partially linear varying effects
- Partially linear structure selection in Cox models with varying coefficients
- Model selection for Cox models with time-varying coefficients
- Identification of partially linear structure in additive models with an application to gene expression prediction from sequences
- Variable selection for additive partial linear quantile regression with missing covariates
- Mean and quantile boosting for partially linear additive models
- Identification of homogeneous and heterogeneous variables in pooled cohort studies
- Identification for semiparametric varying coefficient partially linear models
- Variable selection in robust semiparametric modeling for longitudinal data
- Semiparametric regression models with additive nonparametric components and high dimensional parametric components
- Generalized additive partial linear models with high-dimensional covariates
- A sure independence screening procedure for ultra-high dimensional partially linear additive models
- A nonparametric procedure for linear and nonlinear variable screening
- scientific article; zbMATH DE number 7625155 (Why is no real title available?)
- Estimation and Model Selection for Nonparametric Function-on-Function Regression
- Identification for partially linear regression model with autoregressive errors
- Variable selection for semiparametric varying-coefficient spatial autoregressive models with a diverging number of parameters
- Semiparametric Bayesian networks for continuous data
- Statistical inference for semiparametric varying -coefficient spatial autoregressive models under restricted conditions
- Efficient estimation of the partly linear additive hazards model with current status data
- Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data
- Bayesian additive machine: classification with a semiparametric discriminant function
- Structural identification and variable selection in high-dimensional varying-coefficient models
- Automatic structure discovery for varying-coefficient partially linear models
- Component Identification and Estimation in Nonlinear High-Dimensional Regression Models by Structural Adaptation
- Partially linear additive quantile regression in ultra-high dimension
- Variable selection and estimation for partially linear single-index models with longitudinal data
- Bayesian quantile regression for partially linear additive models
- A selective review of group selection in high-dimensional models
- Automatic variable selection for semiparametric spatial autoregressive model
- Discussion
- Robust partially linear trend filtering for regression estimation and structure discovery
- Sieve Estimation of a Class of Partially Linear Transformation Models With Interval-Censored Competing Risks Data
- Inference for partially linear additive higher-order spatial autoregressive model with spatial autoregressive error and unknown heteroskedasticity
- Linear and nonlinear signal detection and estimation in high-dimensional nonparametric regression under weak sparsity
- Two-stage Walsh-average-based robust estimation and variable selection for partially linear additive spatial autoregressive models
- Structure learning via unstructured kernel-based M-estimation
- Structure discovery and parametrically guided regression
- Additive partially linear models for ultra-high-dimensional regression
- Distributed debiased estimation of high-dimensional partially linear models with jumps
- Rank-based instrumental variable estimation for semiparametric varying coefficient spatial autoregressive models
- GMM estimation and variable selection of partially linear additive spatial autoregressive model
- Iterative adaptive robust variable selection in nomparametric additive models
- Statistical inference of partially linear spatial autoregressive model under constraint conditions
- Semiparametric efficient estimation in high-dimensional partial linear regression models
- Homogeneity and Structure Identification in Semiparametric Factor Models
- Estimation of semiparametric spatial autoregressive model with missing data
- Data-adaptive additive modeling
- Semiparametric Bayesian variable selection for gene-environment interactions
- Partially linear single-index generalized mean residual life models
- Partially linear monotone methods with automatic variable selection and monotonicity direction discovery
- Optimal conditional quantile prediction via model averaging of partially linear additive models
- Estimation and inference of high-dimensional partially linear spatial autoregressive models with linear constraints
- Automatic structure identification of semiparametric spatial autoregressive model based on smooth-threshold estimating equation
- Automatic structure identification and variable selection for additive accelerated failure time model with ultra high dimensional covariates
- Robust model structure recovery for ultra-high-dimensional varying-coefficient models
- A general binomial regression model to estimate standardized risk differences from binary response data
- Robust estimation for semiparametric spatial autoregressive models via weighted composite quantile regression
- Structure identification for partially linear partially concave models
- Model detection and variable selection for semiparametric additive spatial autoregressive model
- Linear and nonlinear variable selection in competing risks data
- High-dimensional partial linear model with trend filtering
- Linear and nonlinear variable selection by a non-penalized approach in ultra-high dimensions
- Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models
- Model detection and estimation for varying coefficient panel data models with fixed effects
- Separation of linear and index covariates in partially linear single-index models
- Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property
This page was built for publication: Linear or nonlinear? Automatic structure discovery for partially linear models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3111201)
