Penalized empirical likelihood for partially linear errors-in-variables models
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Cites work
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 1423403 (Why is no real title available?)
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- A Semi‐parametric Regression Model with Errors in Variables
- A new scope of penalized empirical likelihood with high-dimensional estimating equations
- A penalized empirical likelihood method in high dimensions
- A unified approach to model selection and sparse recovery using regularized least squares
- Adaptive Lasso for Cox's proportional hazards model
- Asymptotic normality of parametric part in partially linear models with measurement error in the nonparametric part
- Asymptotics for Lasso-type estimators.
- Corrected-loss estimation for error-in-variable partially linear model
- Deconvolving kernel density estimators
- Empirical Likelihood Confidence Region for Parameters in Semi-linear Errors-in-Variables Models
- Empirical Likelihood Confidence Region for the Parameter in a Partially Linear Errors-in-Variables Model
- Empirical likelihood
- Empirical likelihood and general estimating equations
- Empirical likelihood for censored linear regression and variable selection
- Empirical likelihood for partly linear models with errors in all variables
- Empirical likelihood inference for parameters in a partially linear errors-in-variables model
- Empirical likelihood ratio confidence intervals for a single functional
- Estimation in a semiparametric partially linear errors-in-variables model
- Hypothesis tests in partial linear errors-in-variables models with missing response
- L 1/2 regularization
- Measurement Error in Nonlinear Models
- Model checking in partial linear regression models with Berkson measurement errors
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Nonconcave penalized likelihood with a diverging number of parameters.
- Nonparametric regression with errors in variables
- On parameter estimation for semi-linear errors-in-variables models
- Penalized empirical likelihood and growing dimensional general estimating equations
- Penalized empirical likelihood estimation of semiparametric models
- Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors
- Penalized empirical likelihood for semiparametric models with a diverging number of parameters
- Penalized empirical likelihood for the sparse Cox regression model
- Penalized empirical likelihood inference for sparse additive hazards regression with a diverging number of covariates
- Penalized high-dimensional empirical likelihood
- Statistical inference in the partial linear models with the double smoothing local linear regression method
- The Adaptive Lasso and Its Oracle Properties
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection for partially linear models with measurement errors
- Variable selection in high-dimensional partially linear additive models for composite quantile regression
- Variable selection using MM algorithms
- Variable selection using penalized empirical likelihood
Cited in
(15)- Penalized empirical likelihood for partially linear errors-in-variables models
- Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors
- Partial penalized empirical likelihood ratio test under sparse case
- Penalized empirical likelihood based variable selection for partially linear quantile regression models with missing responses
- Penalized high-dimensional empirical likelihood
- Penalised empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models
- Variable selection using penalized empirical likelihood
- scientific article; zbMATH DE number 7234638 (Why is no real title available?)
- Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects
- Penalized empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models
- Orthogonality-based bias-corrected empirical likelihood inference for partial linear varying coefficient EV models with longitudinal data
- Penalized empirical likelihood for generalized linear models with longitudinal data
- Penalized empirical likelihood for high-dimensional partially linear errors-in-function model with martingale difference errors
- A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5
- Penalized empirical likelihood for high-dimensional generalized linear models with longitudinal data
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