Local rank inference for varying coefficient models
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Publication:3069894
DOI10.1198/JASA.2009.TM09055zbMATH Open1205.62092OpenAlexW1975483936WikidataQ34011645 ScholiaQ34011645MaRDI QIDQ3069894FDOQ3069894
Authors: Lan Wang, Bo Kai, Runze Li 
Publication date: 1 February 2011
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc2908045
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Cited In (53)
- Local Walsh-average-based estimation and variable selection for spatial single-index autoregressive models
- Rank-based instrumental variable estimation for semiparametric varying coefficient spatial autoregressive models
- Model averaging for M-estimation
- Variable selection for varying coefficient models via kernel based regularized rank regression
- Semiparametric quantile estimation for varying coefficient partially linear measurement errors models
- Two-stage Walsh-average-based robust estimation and variable selection for partially linear additive spatial autoregressive models
- Estimation and variable selection for partially functional linear models
- Fast inference for semi-varying coefficient models via local averaging
- Local weighted composite quantile estimating for varying coefficient models
- Robust structure identification and variable selection in partial linear varying coefficient models
- General local rank estimation for single-index varying coefficient models
- Rank-based inference for the single-index model
- Local rank estimation and related test for varying-coefficient partially linear models
- Non-asymptotic approach to varying coefficient model
- Local Walsh-average-based estimation and variable selection for single-index models
- Rank-based shrinkage estimation for identification in semiparametric additive models
- Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models
- Rank method for partial functional linear regression models
- A tuning-free robust and efficient approach to high-dimensional regression
- Robust reduced-rank modeling via rank regression
- Model averaging based on rank
- Robust distributed estimation and variable selection for massive datasets via rank regression
- Walsh-average based variable selection for varying coefficient models
- Two-stage local Walsh average estimation of generalized varying coefficient models
- Robust spline-based variable selection in varying coefficient model
- Local Walsh-average regression for semiparametric varying-coefficient models
- Structural identification and variable selection in high-dimensional varying-coefficient models
- Regularised rank quasi-likelihood estimation for generalised additive models
- Quantile regression for dynamic partially linear varying coefficient time series models
- Composite quantile regression for single-index models with asymmetric errors
- Local Walsh-average regression
- The connection between cross-validation and Akaike information criterion in a semiparametric family
- Estimation and model selection in a class of semiparametric models for cluster data
- Varying Coefficient Regression Models: A Review and New Developments
- Sparse high-dimensional varying coefficient model: nonasymptotic minimax study
- Rank-based estimation in varying coefficient partially functional linear regression models
- Targeted Local Support Vector Machine for Age-Dependent Classification
- On an elliptical thin-plate spline partially varying-coefficient model
- Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors
- Robust estimation and outlier detection for varying-coefficient models via penalized regression
- Two-stage local rank estimation for generalised partially linear varying-coefficient models
- Estimation in generalised varying-coefficient models with unspecified link functions
- Adaptive estimation for varying coefficient models
- Rank-based test for partial functional linear regression models
- Focused information criterion and model averaging with generalized rank regression
- Robust adaptive model selection and estimation for partial linear varying coefficient models in rank regression
- Dimension reduction via local rank regression
- Sparse reduced-rank regression for multivariate varying-coefficient models
- Efficient estimation of varying coefficient models with serially correlated errors
- Local and global rank tests for multivariate varying-coefficient models
- Local rank estimation of transformation models with functional coefficients
- Local Walsh-average regression for single index varying coefficient models
- Statistical inference on asymptotic properties of two estimators for the partially linear single-index models
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