Recommendations
- Variable Selection for Semiparametric Partially Linear Covariate-Adjusted Regression Models
- Variable selection for semiparametric varying coefficient partially linear models
- Consistent covariate selection and post model selection inference in semiparametric regression.
- Automatic structure discovery for varying-coefficient partially linear models
- Generalized additive partial linear models with high-dimensional covariates
Cited in
(36)- Variable selection in robust semiparametric modeling for longitudinal data
- Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data
- Integrative analysis of multiple cancer genomic datasets under the heterogeneity model
- Linear and nonlinear signal detection and estimation in high-dimensional nonparametric regression under weak sparsity
- Robust model structure recovery for ultra-high-dimensional varying-coefficient models
- Robust structure identification and variable selection in partial linear varying coefficient models
- Identification for semiparametric varying coefficient partially linear models
- Partially linear structure identification in generalized additive models with NP-dimensionality
- Parametric and semiparametric estimation methods for survival data under a flexible class of models
- Sparse model identification and learning for ultra-high-dimensional additive partially linear models
- Variable selection for additive partial linear quantile regression with missing covariates
- Optimal conditional quantile prediction via model averaging of partially linear additive models
- Model identification and selection for single-index varying-coefficient models
- Semi-supervised inference for nonparametric logistic regression
- Linearity identification for general partial linear single-index models
- Sparse optimization for nonconvex group penalized estimation
- Model detection and estimation for single-index varying coefficient model
- Robust partially linear trend filtering for regression estimation and structure discovery
- Double sparsity garrotized kernel machine in high-dimensional partially linear model
- Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data
- Model pursuit and variable selection in the additive accelerated failure time model
- Mixing partially linear regression models
- Group variable selection via \(\ell_{p,0}\) regularization and application to optimal scoring
- Identification for partially linear regression model with autoregressive errors
- High-dimensional partial linear model with trend filtering
- Automatic structure identification of semiparametric spatial autoregressive model based on smooth-threshold estimating equation
- A sure independence screening procedure for ultra-high dimensional partially linear additive models
- Flexible and Interpretable Models for Survival Data
- Discovering model structure for partially linear models
- Automatic structure identification and variable selection for additive accelerated failure time model with ultra high dimensional covariates
- M-estimation and model identification based on double SCAD penalization
- Structure discovery and parametrically guided regression
- A selective review of group selection in high-dimensional models
- Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data
- Partially linear additive quantile regression in ultra-high dimension
- A note on rank reduction in sparse multivariate regression
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