Adaptive semi-varying coefficient model selection
From MaRDI portal
Publication:2883901
Recommendations
- Identification of the constant components in generalised semivarying coefficient models by cross-validation
- Efficient model selection in semivarying coefficient models
- Robust adaptive estimation for semivarying coefficient models
- Identification of non-varying coefficients in varying-coefficient models
- Testing for nonvarying coefficients in varying-coefficients models based on trend analysis of the coefficient estimates
Cited in
(53)- Testing for nonvarying coefficients in varying-coefficients models based on trend analysis of the coefficient estimates
- Structure identification for varying coefficient models with measurement errors based on kernel smoothing
- Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction
- Simultaneous variable selection and structural identification for time‐varying coefficient models
- Estimation of semi-varying coefficient models for longitudinal data with irregular error structure
- Variable selection of the quantile varying coefficient regression models
- Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data
- A new variable selection approach for varying coefficient models
- Fast inference for semi-varying coefficient models via local averaging
- Identification of non-varying coefficients in varying-coefficient models
- Semivarying coefficient least-squares support vector regression for analyzing high-dimensional gene-environmental data
- Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models
- Model detection and variable selection for varying coefficient models with longitudinal data
- Robust structure identification and variable selection in partial linear varying coefficient models
- Local linear smoothing for sparse high dimensional varying coefficient models
- Estimation in partial linear model with spline modal function
- Nonparametric estimation of varying-coefficient single-index models
- Back-fitting procedure for semi-varying coefficient models
- Feature screening for generalized varying coefficient models with application to dichotomous responses
- Regularization and model selection for quantile varying coefficient model with categorical effect modifiers
- Additive varying-coefficient model for nonlinear gene-environment interactions
- Robust adaptive estimation for semivarying coefficient models
- Semi-parametric adjustment to computer models
- A semiparametric spatial dynamic model
- Laplace error penalty-based M-type model detection for a class of high dimensional semiparametric models
- Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components
- Identification of the constant components in generalised semivarying coefficient models by cross-validation
- Automatic variable selection for semiparametric spatial autoregressive model
- Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
- Structural identification and variable selection in high-dimensional varying-coefficient models
- Structure identification and variable selection in geographically weighted regression models
- Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models
- Efficient model selection in semivarying coefficient models
- Model detection and variable selection for mode varying coefficient model
- Adaptive-weighted estimation of semi-varying coefficient models with heteroscedastic errors
- Varying Coefficient Regression Models: A Review and New Developments
- Model detection and estimation for single-index varying coefficient model
- Adaptive model selection using empirical complexities
- Robust variable selection for the varying coefficient model based on composite \(L_1\)-\(L_2\) regression
- Penalized kernel quantile regression for varying coefficient models
- Semiparametric quantile regression analysis of right-censored and length-biased failure time data with partially linear varying effects
- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
- A flexible adaptive lasso Cox frailty model based on the full likelihood
- Model-averaging-based semiparametric modeling for conditional quantile prediction
- Estimation and model identification of longitudinal data time-varying nonparametric models
- Model detection and estimation for varying coefficient panel data models with fixed effects
- Adaptive estimation for varying coefficient models
- Robust adaptive model selection and estimation for partial linear varying coefficient models in rank regression
- SCAD-penalized regression for varying-coefficient models with autoregressive errors
- Robust MAVE for single-index varying-coefficient models
- Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data
- Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data
- Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity
This page was built for publication: Adaptive semi-varying coefficient model selection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2883901)
