Estimation and variable selection in partial linear single index models with error-prone linear covariates
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Cites work
- A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
- Approximation Theorems of Mathematical Statistics
- Coordinate-independent sparse sufficient dimension reduction and variable selection
- Estimating the dimension of a model
- Estimation and testing for partially linear single-index models
- Generalization of constraints for high dimensional regression problems
- High-dimensional generalized linear models and the lasso
- High-dimensional graphs and variable selection with the Lasso
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- Lasso-type recovery of sparse representations for high-dimensional data
- Maximum likelihood identification of Gaussian autoregressive moving average models
- Measurement Error in Nonlinear Models
- Nearly unbiased variable selection under minimax concave penalty
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- Nonconcave penalized likelihood with a diverging number of parameters.
- On nonlinear regression estimator with denoised variables
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
- On the distribution of the adaptive LASSO estimator
- Optimal smoothing in single-index models
- Partial linear single index models with distortion measurement errors
- Penalized Spline Estimation for Partially Linear Single-Index Models
- Root-N-Consistent Semiparametric Regression
- Semi-parametric estimation of partially linear single-index models
- Semiparametric and nonparametric methods in econometrics
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Simultaneous analysis of Lasso and Dantzig selector
- Smoothly clipped absolute deviation on high dimensions
- Sparse recovery under matrix uncertainty
- Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates
- The Dantzig selector and sparsity oracle inequalities
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- The EFM approach for single-index models
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable selection for partially linear models with measurement errors
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(20)- Checking the adequacy for a distortion errors-in-variables parametric regression model
- Efficient estimation for marginal generalized partially linear single-index models with longitudinal data
- Adaptive testing for the partially linear single-index model with error-prone linear covariates
- Statistical inference on partial linear additive models with distortion measurement errors
- A constructive hypothesis test for the single-index models with two groups
- Variable selection for the partial linear single-index model
- Estimation and variable selection for partial linear single-index distortion measurement errors models
- Variable selection for single-index varying-coefficients models with applications to synergistic \(\mathrm{G} \times \mathrm{E}\) interactions
- Statistical estimation in partially linear single-index models with error-prone linear covariates
- scientific article; zbMATH DE number 5812690 (Why is no real title available?)
- Statistical inference on restricted linear regression models with partial distortion measurement errors
- Single-index relative error regression models
- Statistical inferences for partially linear single-index models with error-prone linear covariates
- Statistical inference on restricted partial linear regression models with partial distortion measurement errors
- Partial-linear single-index transformation models with censored data
- Robust empirical likelihood for varying coefficient partially linear EV models with general measurement error structure
- Robust estimation for dynamic single index varying coefficient models
- A Mallows-type model averaging estimator for de-noise linear models
- Separation of linear and index covariates in partially linear single-index models
- Estimation in a partially linear single-index model with missing response variables and error-prone covariates
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