scientific article; zbMATH DE number 6117831
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Publication:3145541
zbMATH Open1253.62027MaRDI QIDQ3145541FDOQ3145541
Publication date: 21 December 2012
Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/j22n4/J22N49/J22N49.html
Title of this publication is not available (Why is that?)
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)
Cited In (43)
- Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models
- SiZer inference for generalized varying coefficient models
- Variable selection for generalized varying coefficient models with longitudinal data
- A new variable selection approach for varying coefficient models
- Instrumental variable type estimation for generalized varying coefficient models with error-prone covariates
- Linear regression models with general distortion measurement errors
- Identification and estimation in quantile varying-coefficient models with unknown link function
- Discussion
- Local linear smoothing for sparse high dimensional varying coefficient models
- Variable selection for high‐dimensional generalized linear model with block‐missing data
- Variable selection in high-dimensional double generalized linear models
- Feature screening for generalized varying coefficient models with application to dichotomous responses
- Dimensionality Reduction and Variable Selection in Multivariate Varying-Coefficient Models With a Large Number of Covariates
- Principal single-index varying-coefficient models for dimension reduction in quantile regression
- 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
- SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part
- Principal varying coefficient estimator for high-dimensional models
- Structural identification and variable selection in high-dimensional varying-coefficient models
- Robust and consistent variable selection in high-dimensional generalized linear models
- A varying coefficient model with matrix valued covariates
- Nonparametric estimation in generalized varying-coefficient models based on iterative weighted quasi-likelihood method
- Semiparametric variable selection for partially varying coefficient models with endogenous variables
- On varying-coefficient independence screening for high-dimensional varying-coefficient models
- Variable selection for partially varying coefficient model based on modal regression under high dimensional data
- Estimation and inference in generalized additive coefficient models for nonlinear interactions with high-dimensional covariates
- Multivariate varying-coefficient models via tensor decomposition
- Estimation and inference in spatially varying coefficient models
- A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction
- Modified adaptive group lasso for high-dimensional 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
- Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients
- 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
- Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function
- Greedy forward regression for variable screening
- A unified variable selection approach for varying coefficient models
- Title not available (Why is that?)
- Robust estimation and variable selection in censored partially linear additive models
- Sparse reduced-rank regression for multivariate varying-coefficient models
- Robust and sparse learning of varying coefficient models with high-dimensional features
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