Semiparametric regression pursuit

zbMATH Open1253.62024MaRDI QIDQ3145537FDOQ3145537

Authors: Jian Huang, Fengrong Wei, Shuangge Ma 

Publication date: 21 December 2012

Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/j22n4/J22N43/J22N43.html

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zbMATH Keywords

penalized regressiongroup selectionminimax concave penaltystructure estimationmodel-pursuit consistency

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

Cited In (28)

• Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data
• Variable selection in robust semiparametric modeling for longitudinal data
• Linear and nonlinear signal detection and estimation in high-dimensional nonparametric regression under weak sparsity
• 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
• Semi-supervised inference for nonparametric logistic regression
• Model identification and selection for single-index varying-coefficient models
• Sparse optimization for nonconvex group penalized estimation
• Linearity identification for general partial linear single-index models
• Model detection and estimation for single-index varying coefficient model
• Robust partially linear trend filtering for regression estimation and structure discovery
• Model pursuit and variable selection in the additive accelerated failure time model
• Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data
• Identification for partially linear regression model with autoregressive errors
• Group variable selection via \(\ell_{p,0}\) regularization and application to optimal scoring
• A sure independence screening procedure for ultra-high dimensional partially linear additive models
• Discovering model structure for partially linear models
• Flexible and Interpretable Models for Survival Data
• Structure discovery and parametrically guided regression
• M-estimation and model identification based on double SCAD penalization
• A selective review of group selection in high-dimensional models
• Partially linear additive quantile regression in ultra-high dimension
• Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data
• A note on rank reduction in sparse multivariate regression

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