A new variable selection approach for varying coefficient models
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Publication:267654
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- scientific article; zbMATH DE number 7266882
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Cites work
- A simple approach for varying-coefficient model selection
- A unified variable selection approach for varying coefficient models
- Adaptive semi-varying coefficient model selection
- Better Subset Regression Using the Nonnegative Garrote
- Efficient model selection in semivarying coefficient models
- scientific article; zbMATH DE number 1347886 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 1533566 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Local polynomial fitting in semivarying coefficient model
- Nearly unbiased variable selection under minimax concave penalty
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Regularization and Variable Selection Via the Elastic Net
- Shrinkage estimation of the varying coefficient model
- Sparsity and Smoothness Via the Fused Lasso
- Statistical methods with varying coefficient models
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Variable selection for semiparametric varying coefficient partially linear models
- Variable selection in semiparametric regression modeling
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Weak and strong uniform consistency of kernel regression estimates
Cited in
(26)- Rank reducible varying coefficient model
- A simple approach for varying-coefficient model selection
- Tree-structured modelling of varying coefficients
- Variable bandwidth selection in varying-coefficient models
- Conditional quantile correlation screening procedure for ultrahigh-dimensional varying coefficient models
- Identification of local sparsity and variable selection for varying coefficient additive hazards models
- Efficient model selection in semivarying coefficient models
- Model detection and variable selection for mode varying coefficient model
- Structure identification for varying coefficient models with measurement errors based on kernel smoothing
- Robust spline-based variable selection in varying coefficient model
- SCAD-penalized regression for varying-coefficient models with autoregressive errors
- Variable selection for a categorical varying-coefficient model with identifications for determinants of body mass index
- Robust variable selection and parametric component identification in varying coefficient models
- A unified variable selection approach for varying coefficient models
- Coefficients of determinations for variable selection in the msae regression
- A New Approach to Variable Selection Using the TLS Approach
- Modified adaptive group lasso for high-dimensional varying coefficient models
- Fast robust feature screening for ultrahigh-dimensional varying coefficient models
- Structure identification and variable selection in geographically weighted regression models
- scientific article; zbMATH DE number 7266882 (Why is no real title available?)
- A new variable selection method for uniform designs
- A varying coefficient approach to estimating hedonic housing price functions and their quantiles
- Shrinkage estimation of the varying coefficient model
- Statistical methods with varying coefficient models
- Robust model structure recovery for ultra-high-dimensional varying-coefficient models
- Feature selection for high-dimensional varying coefficient models via ordinary least squares projection
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