Variable selection for high-dimensional generalized varying-coefficient models

MaRDI QIDQ3145541zbMATH OpenFDO

Authors Heng Lian

Publication date 21 December 2012

Full work available at URL http://www3.stat.sinica.edu.tw/statistica/j22n4/J22N49/J22N49.html

zbMATH Keywords

quasi-likelihoodpolynomial splinesdiverging parametersgroup lasso

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)

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Cited in

(48)

• Variable selection in generalized random coefficient autoregressive models
• Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models
• Variable selection for generalized varying coefficient models with longitudinal data
• A new variable selection approach for varying coefficient models
• SiZer inference for generalized varying coefficient models
• Instrumental variable type estimation for generalized varying coefficient models with error-prone covariates
• Linear regression models with general distortion measurement errors
• Local linear smoothing for sparse high dimensional varying coefficient models
• Identification and estimation in quantile varying-coefficient models with unknown link function
• Discussion
• Variable selection in high-dimensional double generalized linear models
• Feature screening for generalized varying coefficient models with application to dichotomous responses
• Variable selection for high‐dimensional generalized linear model with block‐missing data
• 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
• Variable selection in high-dimensional varying-coefficient models with global optimality
• 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
• 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
• On varying-coefficient independence screening for high-dimensional varying-coefficient models
• Estimation and inference in generalized additive coefficient models for nonlinear interactions with high-dimensional covariates
• Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models
• Variable selection for partially varying coefficient model based on modal regression under high dimensional data
• A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction
• Modified adaptive group lasso for high-dimensional varying coefficient models
• Multivariate varying-coefficient models via tensor decomposition
• Estimation and inference in spatially varying coefficient models
• Concave group methods for variable selection and estimation in high-dimensional varying coefficient models
• Sparse high-dimensional varying coefficient model: nonasymptotic minimax study
• Dimensionality reduction and variable selection in multivariate varying-coefficient models with a large number of covariates
• High-dimensional quantile varying-coefficient models with dimension reduction
• Variable selection in Cox regression models with varying coefficients
• Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients
• Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function
• Variable selection in the high-dimensional continuous generalized linear model with current status data
• Greedy forward regression for variable screening
• A unified variable selection approach for varying coefficient models
• Variable selection and estimation in high-dimensional varying-coefficient models
• Estimation and variable selection for generalized functional partially varying coefficient hybrid models
• scientific article; zbMATH DE number 7108807 (Why is no real title available?)
• 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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