Variable selection in finite mixture of semi-parametric regression models
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Publication:2807717
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Cites work
- A review of Bayesian variable selection methods: what, how and which
- Adaptive Lasso for Cox's proportional hazards model
- Conditional inference about generalized linear mixed models
- Finite mixture and Markov switching models.
- Generalized likelihood ratio statistics and Wilks phenomenon
- Identifiability of finite mixtures of multinomial logit models with varying and fixed effects
- Identifiability of models for clusterwise linear regression
- LOCALIZED MODEL SELECTION FOR REGRESSION
- Mixed Poisson Regression Models with Covariate Dependent Rates
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- On the Identifiability of Finite Mixtures
- On the Non-Negative Garrotte Estimator
- Quantile regression for longitudinal data
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Semiparametric Regression
- Semiparametric Regression for the Applied Econometrician
- Semiparametric estimation of a two-component mixture model
- Semiparametric mixtures of regressions
- Statistical analysis of finite mixture distributions
- THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS
- The Adaptive Lasso and Its Oracle Properties
- The Bayesian Lasso
- Variable Selection in Finite Mixture of Regression Models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection for Cox's proportional hazards model and frailty model
- Variable selection in semiparametric regression modeling
Cited in
(21)- Screening and clustering of sparse regressions with finite non-Gaussian mixtures
- An overview of the new feature selection methods in finite mixture of regression models
- Estimation and variable selection for mixture of joint mean and variance models
- Bayesian variable selection for finite mixture model of linear regressions
- Variable selection in finite mixture of regression models with an unknown number of components
- Variable selection for skew-normal mixture of joint location and scale models
- Variable selection in latent semiparametric regression models
- Robust variable selection in finite mixture of regression models using the t distribution
- Finite mixture of generalized semiparametric models: variable selection via penalized estimation
- A robust high dimensional estimation of a finite mixture of the generalized linear model
- Variable selection in finite mixture of regression models using the skew-normal distribution
- On mixture regression shrinkage and selection via the MR-LASSO
- Efficient semiparametric estimation and model selection for multidimensional mixtures
- Componentwise variable selection in finite mixture regression
- Regularization in finite mixture of regression models with diverging number of parameters
- A selective overview of semiparametric mixture of regression models
- Covariate selection in mixture models with the censored response variable
- Robust variable selection for finite mixture regression models
- Variable selection of generalized semi-parametric mixture models
- Variable Selection in Finite Mixture of Regression Models
- Asymptotic efficient semiparametric empirical Bayes estimation of multinomial responses
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