Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data
DOI10.1007/S00362-017-0890-ZzbMATH Open1432.62113OpenAlexW2598232780MaRDI QIDQ2010817FDOQ2010817
Authors: Lu Lin, Kangning Wang
Publication date: 28 November 2019
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-017-0890-z
Recommendations
- Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data
- An efficient and robust variable selection method for longitudinal generalized linear models
- Robust estimation and model identification for longitudinal data varying-coefficient model
- Robust structure identification and variable selection in partial linear varying coefficient models
- Robust empirical likelihood inference for partially linear varying coefficient models with longitudinal data
- Robust variable selection in modal varying-coefficient models with longitudinal
- Robust and efficient estimating equations for longitudinal data partial linear models and its applications
- Efficient and doubly-robust methods for variable selection and parameter estimation in longitudinal data analysis
- Robust estimation of covariance parameters in partial linear model for longitudinal data
- Variable selection for generalized varying coefficient models with longitudinal data
Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) Linear regression; mixed models (62J05)
Cites Work
- The Adaptive Lasso and Its Oracle Properties
- Regression Quantiles
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Title not available (Why is that?)
- One-step sparse estimates in nonconcave penalized likelihood models
- Title not available (Why is that?)
- Longitudinal data analysis using generalized linear models
- A selective review of group selection in high-dimensional models
- A simple approach for varying-coefficient model selection
- Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates
- Title not available (Why is that?)
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- On the Non-Negative Garrotte Estimator
- Composite quantile regression and the oracle model selection theory
- Linear or nonlinear? Automatic structure discovery for partially linear models
- Semiparametric regression pursuit
- GEE analysis of clustered binary data with diverging number of covariates
- Variable selection for generalized varying coefficient models with longitudinal data
- Variable selection in robust regression models for longitudinal data
- Marginal nonparametric kernel regression accounting for within-subject correlation
- Quantile regression in partially linear varying coefficient models
- Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression
- Smooth-threshold GEE variable selection for varying coefficient partially linear models with longitudinal data
- Robust structure identification and variable selection in partial linear varying coefficient models
- Adaptive semi-varying coefficient model selection
- A unified variable selection approach for varying coefficient models
- Local modal regression
- Efficient estimation for semivarying-coefficient models
- A note on automatic variable selection using smooth-threshold estimating equations
- A robust and efficient estimation method for single index models
- Robust Variable Selection With Exponential Squared Loss
- Robust Estimation in Generalized Partial Linear Models for Clustered Data
- Variable selection in robust joint mean and covariance model for longitudinal data analysis
- Robust Estimating Functions and Bias Correction for Longitudinal Data Analysis
- Robust estimation of covariance parameters in partial linear model for longitudinal data
- Can Tests for Jumps be Viewed as Tests for Clusters?
- An efficient and robust variable selection method for longitudinal generalized linear models
- On the asymptotics of marginal regression splines with longitudinal data
- Robust estimation of multivariate regression model
- Robust empirical likelihood inference for generalized partial linear models with longitudinal data
- Laplace error penalty-based variable selection in high dimension
- Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models
- B spline variable selection for the single index models
- Partially linear structure identification in generalized additive models with NP-dimensionality
- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
Cited In (13)
- Structure identification for varying coefficient models with measurement errors based on kernel smoothing
- Variable selection for varying coefficient models via kernel based regularized rank regression
- Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data
- Robust structure identification and variable selection in partial linear varying coefficient models
- Robust and efficient estimating equations for longitudinal data partial linear models and its applications
- Robust communication-efficient distributed composite quantile regression and variable selection for massive data
- Robust empirical likelihood inference for partially linear varying coefficient models with longitudinal data
- Profile composite quantile regression and variable selection for longitudinal data single-index models
- Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function
- Model pursuit and variable selection in the additive accelerated failure time model
- Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data
- Robust estimation and model identification for longitudinal data varying-coefficient model
- Gaussian copula based composite quantile regression in semivarying models with longitudinal data
This page was built for publication: Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2010817)