Adaptive semi-varying coefficient model selection

DOI10.5705/SS.2010.105OpenAlexW2017979792MaRDI QIDQ2883901FDOQ2883901

Authors: Qtao Hu, Yingcun Xia 

Publication date: 14 May 2012

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/73001f69d8c7bd6d97c851cf0a570473b772ccb3

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

zbMATH Keywords

model selectionSCADBICkernel smoothingoracle propertyLASSOsemi-varying coefficient model.

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cited In (53)

• A flexible adaptive lasso Cox frailty model based on the full likelihood
• Model-averaging-based semiparametric modeling for conditional quantile prediction
• Simultaneous variable selection and structural identification for time‐varying coefficient models
• Structure identification for varying coefficient models with measurement errors based on kernel smoothing
• Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data
• Estimation of semi-varying coefficient models for longitudinal data with irregular error structure
• Variable selection of the quantile varying coefficient regression models
• A new variable selection approach for varying coefficient models
• Semivarying coefficient least-squares support vector regression for analyzing high-dimensional gene-environmental data
• Identification of non-varying coefficients in varying-coefficient models
• Fast inference for semi-varying coefficient models via local averaging
• Analysis of longitudinal data with semiparametric varying-coefficient mean-covariance models
• Estimation in partial linear model with spline modal function
• Nonparametric estimation of varying-coefficient single-index 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
• 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
• Semi-parametric adjustment to computer models
• Additive varying-coefficient model for nonlinear gene-environment interactions
• Robust adaptive estimation for semivarying coefficient 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
• Automatic variable selection for semiparametric spatial autoregressive model
• Identification of the constant components in generalised semivarying coefficient models by cross-validation
• Structural identification and variable selection in high-dimensional varying-coefficient models
• Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
• Structure identification and variable selection in geographically weighted regression models
• Efficient model selection in semivarying coefficient models
• Model detection and variable selection for mode varying coefficient model
• Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models
• 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
• Semiparametric quantile regression analysis of right-censored and length-biased failure time data with partially linear varying effects
• Penalized kernel quantile regression for varying coefficient models
• Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
• Estimation and model identification of longitudinal data time-varying nonparametric models
• Adaptive estimation for varying coefficient models
• Model detection and estimation for varying coefficient panel data models with fixed effects
• 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
• Testing for nonvarying coefficients in varying-coefficients models based on trend analysis of the coefficient estimates
• Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction

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)