Model selection for varying coefficient nonparametric transformation model
From MaRDI portal
Cites work
- A forward and backward stagewise algorithm for nonconvex loss functions with adaptive Lasso
- A selective review of group selection in high-dimensional models
- A semiparametric approach for the nonparametric transformation survival model with multiple covariates
- A simple approach for varying-coefficient model selection
- Consistency of the group Lasso and multiple kernel learning
- Coordinate descent algorithms for lasso penalized regression
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Exact computation of maximum rank correlation estimator
- Generalized cross validation in variable selection with and without shrinkage
- Hedonic housing prices and the demand for clean air
- High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- Local rank estimation of transformation models with functional coefficients
- Model Selection and Estimation in Regression with Grouped Variables
- Model selection for Cox models with time-varying coefficients
- Monotone rank estimation of transformation models with length-biased and right-censored data
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
- On rank estimators in increasing dimensions
- Partial rank estimation of duration models with general forms of censoring
- Penalised variable selection with U-estimates
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Quantile regression with varying coefficients
- Rank estimation of a transformation model with observed truncation
- Rank estimators for monotonic index models
- Regularized \(M\)-estimators with nonconvexity: statistical and algorithmic theory for local optima
- Semiparametric Bayesian variable selection for gene-environment interactions
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Smoothed rank correlation of the linear transformation regression model
- Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators
- Statistical estimation in varying coefficient models
- The Group Square-Root Lasso: Theoretical Properties and Fast Algorithms
- The log-linear group-lasso estimator and its asymptotic properties
- Variable selection and estimation in high-dimensional varying-coefficient models
- Varying Coefficient Regression Models: A Review and New Developments
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
This page was built for publication: Model selection for varying coefficient nonparametric transformation model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6968543)