Variable selection and estimation in high-dimensional varying-coefficient models
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Publication:3097900
DOI10.5705/SS.2009.316zbMATH Open1225.62056OpenAlexW2124831990WikidataQ41892755 ScholiaQ41892755MaRDI QIDQ3097900FDOQ3097900
Authors: Fengrong Wei, Jian Huang, Hongzhe Li 
Publication date: 10 November 2011
Published in: STATISTICA SINICA (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc3902862
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high-dimensional dataselection consistencysparsitygroup Lassobasis expansionnonparametric coefficient function
Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)
Cited In (95)
- Feature screening in ultrahigh-dimensional varying-coefficient Cox model
- Variable selection with group Lasso approach: application to Cox regression with frailty model
- Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models
- Semiparametric quantile estimation for varying coefficient partially linear measurement errors models
- Variable selection in robust semiparametric modeling for longitudinal data
- A new variable selection approach for varying coefficient models
- Partially linear structure selection in Cox models with varying coefficients
- Statistical inference for multivariate longitudinal data with irregular auto-correlated error process
- Model Selection via Bayesian Information Criterion for Quantile Regression Models
- Variance estimation for sparse ultra-high dimensional varying coefficient models
- Model detection and variable selection for varying coefficient models with longitudinal data
- Local linear smoothing for sparse high dimensional varying coefficient models
- Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Spline estimator for ultra-high dimensional partially linear varying coefficient models
- Penalized estimation in additive varying coefficient models using grouped regularization
- Variable selection in high-dimensional double generalized linear models
- Feature screening for generalized varying coefficient models with application to dichotomous responses
- Sparse varying coefficient models for longitudinal data
- Principal single-index varying-coefficient models for dimension reduction in quantile regression
- Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space
- Monotone splines Lasso
- Globally consistent model selection in semi-parametric additive coefficient models
- Model selection by LASSO methods in a change-point model
- Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models
- Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach
- Semiparametric regression models with additive nonparametric components and high dimensional parametric components
- SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part
- Estimation by polynomial splines with variable selection in additive Cox models
- Variable selection for high-dimensional generalized varying-coefficient models
- Variable selection in high-dimensional varying-coefficient models with global optimality
- Structural identification and variable selection in high-dimensional varying-coefficient models
- SCAD-penalised generalised additive models with non-polynomial dimensionality
- Variable selection for varying-coefficient models with the sparse regularization
- Continuously dynamic additive models for functional data
- Feature screening in ultrahigh-dimensional additive Cox model
- On varying-coefficient independence screening for high-dimensional varying-coefficient models
- Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models
- Integrative weighted group Lasso and generalized local quadratic approximation
- A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction
- Modified adaptive group lasso for high-dimensional varying coefficient models
- Generalized varying coefficient partially linear measurement errors models
- Time-varying correlation structure estimation and local-feature detection for spatio-temporal data
- Variable selection for fixed effects varying coefficient models
- Sparse high-dimensional varying coefficient model: nonasymptotic minimax study
- Concave group methods for variable selection and estimation in high-dimensional varying coefficient models
- High-dimensional quantile varying-coefficient models with dimension reduction
- Variable selection in Cox regression models with varying coefficients
- Variable selection in the high-dimensional continuous generalized linear model with current status data
- Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data
- Greedy forward regression for variable screening
- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
- Title not available (Why is that?)
- A unified variable selection approach for varying coefficient models
- Title not available (Why is that?)
- Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty
- Robust variable selection and parametric component identification in varying coefficient models
- Variable selection in high-dimensional quantile varying coefficient models
- Sparsity identification for high-dimensional partially linear model with measurement error
- Sparse reduced-rank regression for multivariate varying-coefficient models
- Simultaneous variable selection and smoothing for high-dimensional function-on-scalar regression
- A selective review of group selection in high-dimensional models
- The de-biased group Lasso estimation for varying coefficient models
- Variable selection for longitudinal data with high-dimensional covariates and dropouts
- Identification and estimation in quantile varying-coefficient models with unknown link function
- Discussion
- Discussion
- Penalized estimation of a class of single‐index varying‐coefficient models for integrative genomic analysis
- Time-varying forecast combination for high-dimensional data
- Semiparametric model for covariance regression analysis
- Simultaneous selection and inference for varying coefficients with zero regions: a soft-thresholding approach
- Sparse estimation in semiparametric finite mixture of varying coefficient regression models
- Adaptive group Lasso neural network models for functions of few variables and time-dependent data
- Principal varying coefficient estimator for high-dimensional models
- A varying coefficient model with matrix valued covariates
- Time-varying coefficient model estimation through radial basis functions
- Varying-coefficients for regional quantile via KNN-based LASSO with applications to health outcome study
- Variable selection for partially varying coefficient model based on modal regression under high dimensional data
- Variable selection in additive quantile regression using nonconcave penalty
- Multivariate varying-coefficient models via tensor decomposition
- Time-varying feature selection for longitudinal analysis
- A double varying-coefficient modeling approach for analyzing longitudinal observations
- Unified variable selection for varying coefficient models with longitudinal data
- Dimensionality reduction and variable selection in multivariate varying-coefficient models with a large number of covariates
- Modeling association between multivariate correlated outcomes and high-dimensional sparse covariates: the adaptive SVS method
- Asymptotically faster estimation of high-dimensional additive models using subspace learning
- Penalized kernel quantile regression for varying coefficient models
- Variable selection and structure identification for varying coefficient Cox models
- svReg: Structural varying‐coefficient regression to differentiate how regional brain atrophy affects motor impairment for Huntington disease severity groups
- Quickly variable selection for varying coefficient models with missing response at random
- Two-stage local rank estimation for generalised partially linear varying-coefficient models
- Estimation and variable selection for generalized functional partially varying coefficient hybrid models
- Kernel meets sieve: post-regularization confidence bands for sparse additive model
- Robust variable selection in modal varying-coefficient models with longitudinal
- Quantile varying-coefficient structural equation model
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