On a Principal Varying Coefficient Model
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Cites work
- Adaptive Lasso for Cox's proportional hazards model
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- Hedonic housing prices and the demand for clean air
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- Inferential Theory for Factor Models of Large Dimensions
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- Simultaneous confidence bands and hypothesis testing in varying-coefficient models
- Sliced Regression for Dimension Reduction
- Smoothing Spline Estimation in Varying-Coefficient Models
- Statistical estimation in varying coefficient models
- Statistical methods with varying coefficient models
- The Adaptive Lasso and Its Oracle Properties
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
Cited in
(20)- A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction
- From multivariate to functional data analysis: fundamentals, recent developments, and emerging areas
- High-dimensional quantile varying-coefficient models with dimension reduction
- Estimation of a rank-reduced functional-coefficient panel data model with serial correlation
- Structure identification in panel data analysis
- scientific article; zbMATH DE number 913824 (Why is no real title available?)
- Dimensionality reduction and variable selection in multivariate varying-coefficient models with a large number of covariates
- Using a latent variable model with non-constant factor loadings to examine PM2.5 constituents related to secondary inorganic aerosols
- Nonparametric homogeneity pursuit in functional-coefficient models
- Principal single-index varying-coefficient models for dimension reduction in quantile regression
- Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients
- Principal varying coefficient estimator for high-dimensional models
- Sparse Learning and Structure Identification for Ultrahigh-Dimensional Image-on-Scalar Regression
- A varying coefficient model with matrix valued covariates
- Homogeneity Pursuit in Single Index Models based Panel Data Analysis
- Multivariate varying-coefficient models via tensor decomposition
- A latent factor model for high-dimensional binary data
- Robust model structure recovery for ultra-high-dimensional varying-coefficient models
- Semiparametric estimation of a principal functional coefficient panel data model with cross-sectional dependence and its application to cigarette demand
- Reduced varying coefficient models for regional quantile regression with multiple responses
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