Penalized profiled semiparametric estimating functions
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Cites work
- Analysis of Financial Time Series
- Consistent covariate selection and post model selection inference in semiparametric regression.
- Direct estimation of low-dimensional components in additive models.
- EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
- Estimating the dimension of a model
- Estimation and testing for partially linear single-index models
- Estimation and variable selection for generalized additive partial linear models
- Estimation in Partially Linear Models With Missing Covariates
- Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
- Forward regression for ultra-high dimensional variable screening
- Generalized Partially Linear Single-Index Models
- High-dimensional graphs and variable selection with the Lasso
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 3381785 (Why is no real title available?)
- Local linear regression for generalized linear models with missing data.
- Locally weighted censored quantile regression
- Nearly unbiased variable selection under minimax concave penalty
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Nonlinear time series. Nonparametric and parametric methods
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Penalized Estimating Equations
- Penalized Estimating Functions and Variable Selection in Semiparametric Regression Models
- Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Profiled forward regression for ultrahigh dimensional variable screening in semiparametric partially linear models
- Regularization in statistics
- SCAD-penalized regression in high-dimensional partially linear models
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Shrinkage estimation of the varying coefficient model
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable selection for partially linear models with measurement errors
- Variable selection in semiparametric regression modeling
- Variable selection using MM algorithms
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Weak convergence and empirical processes. With applications to statistics
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