Sparse varying coefficient models for longitudinal data
From MaRDI portal
Publication:3580591
Recommendations
- Variable selection and estimation in high-dimensional varying-coefficient models
- Variable selection for varying-coefficient models with the sparse regularization
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Variable selection in semiparametric regression analysis for longitudinal data
- Variable selection in Cox regression models with varying coefficients
Cited In (36)
- Statistical inference in sparse high-dimensional additive models
- Varying-coefficient mean-covariance regression analysis for longitudinal data
- Variable selection for generalized varying coefficient models with longitudinal data
- Efficient estimation of longitudinal data additive varying coefficient regression models
- Unified Inference for Sparse and Dense Longitudinal Data in Time‐varying Coefficient Models
- Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients
- Spatial Shrinkage Via the Product Independent Gaussian Process Prior
- Smoothed empirical likelihood inference via the modified Cholesky decomposition for quantile varying coefficient models with longitudinal data
- Variable selection of varying coefficient models in quantile regression
- A varying coefficient model with matrix valued covariates
- Variable selection for varying-coefficient models with the sparse regularization
- Functional linear regression for functional response via sparse basis selection
- Efficient model selection in semivarying coefficient models
- Subgroup analysis for longitudinal data based on a partial linear varying coefficient model with a change plane
- Modified adaptive group lasso for high-dimensional varying coefficient models
- Component selection in additive quantile regression models
- Variable selection in quantile varying coefficient models with longitudinal data
- A double varying-coefficient modeling approach for analyzing longitudinal observations
- Unified variable selection for varying coefficient models with longitudinal data
- Varying Coefficient Regression Models: A Review and New Developments
- Variable selection for fixed effects varying coefficient models
- Title not available (Why is no real title available?)
- Variable selection in Cox regression models with varying coefficients
- Network-adaptive robust penalized estimation of time-varying coefficient models with longitudinal data
- Efficient Inference for Longitudinal Data Varying‐coefficient Regression Models
- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
- Model detection and estimation for varying coefficient panel data models with fixed effects
- Sparse estimation in functional linear regression
- Time-dynamic varying coefficient models for longitudinal data
- Sparse regression for low-dimensional time-dynamic varying coefficient models with application to air quality data
- Estimation of functional sparsity in nonparametric varying coefficient models for longitudinal data analysis
- Robust variable selection in modal varying-coefficient models with longitudinal
- Flexible generalized varying coefficient regression models
- Projection-type estimation for varying coefficient regression models
- Simultaneous variable selection and smoothing for high-dimensional function-on-scalar regression
- A fusion learning method to subgroup analysis of Alzheimer's disease
This page was built for publication: Sparse varying coefficient models for longitudinal data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3580591)
