M-estimation and model identification based on double SCAD penalization
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Cites work
- \(M\)-estimation of linear models with dependent errors
- A Fully Automated Bandwidth Selection Method for Fitting Additive Models
- A practical guide to splines.
- A robust penalized estimation for identification in semiparametric additive models
- Additive partial linear models with measurement errors
- Bivariate tensor-product B-splines in a partly linear model
- Consistent variable selection in additive models
- Convergence rate of b-spline estimators of nonparametric conditional quantile functions∗
- Estimating Optimal Transformations for Multiple Regression and Correlation
- High-dimensional additive modeling
- scientific article; zbMATH DE number 3140980 (Why is no real title available?)
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- scientific article; zbMATH DE number 775848 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Identification for semiparametric varying coefficient partially linear models
- Identification of partially linear structure in additive models with an application to gene expression prediction from sequences
- M-estimation and B-spline approximation for varying coefficient models with longitudinal data
- Nearly unbiased variable selection under minimax concave penalty
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Nonconcave penalized M-estimation with a diverging number of parameters
- Robust estimation for partially linear models with large-dimensional covariates
- Robust group non-convex estimations for high-dimensional partially linear models
- Robust Statistics
- Semiparametric regression pursuit
- Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data
- Spline functions. Computational methods
- Spline-backfitted kernel smoothing of partially linear additive model
- Structured variable selection and estimation
- The Adaptive Lasso and Its Oracle Properties
- Variable selection in nonparametric additive models
- Variable selection in quantile regression
- Variable selection in semiparametric regression analysis for longitudinal data
- Variable selection of varying coefficient models in quantile regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(6)- Wavelet-based robust estimation and variable selection in nonparametric additive models
- Penalized unimodal spline density estimation with application to \(M\)-estimation
- Double penalized semi-parametric signed-rank regression with adaptive LASSO
- Nonconcave penalized M-estimation with a diverging number of parameters
- Model averaging for M-estimation
- M-estimation in high-dimensional linear model
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