A split-and-conquer variable selection approach for high-dimensional general semiparametric models with massive data
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Publication:2111067
DOI10.1016/J.JMVA.2022.105128OpenAlexW4309351224MaRDI QIDQ2111067FDOQ2111067
Publication date: 23 December 2022
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2022.105128
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Cites Work
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- Title not available (Why is that?)
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
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- Ultrahigh dimensional feature selection: beyond the linear model
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- A Split-and-Merge Bayesian Variable Selection Approach for Ultrahigh Dimensional Regression
- Additive partially linear models for massive heterogeneous data
- Projected spline estimation of the nonparametric function in high-dimensional partially linear models for massive data
- Penalized empirical likelihood for semiparametric models with a diverging number of parameters
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