Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components
From MaRDI portal
(Redirected from Publication:378915)
Recommendations
- Semi-varying coefficient models with a diverging number of components
- Generalized partially linear varying-coefficient models
- Spline estimator for ultra-high dimensional partially linear varying coefficient models
- Variable selection for generalized varying coefficient partially linear models with diverging number of parameters
- A partial spline approach for semiparametric estimation of varying-coefficient partially linear models
Cites work
- scientific article; zbMATH DE number 47282 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 700016 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 932629 (Why is no real title available?)
- scientific article; zbMATH DE number 2222296 (Why is no real title available?)
- A practical guide to splines.
- A profile-type smoothed score function for a varying coefficient partially linear model
- Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
- Asymptotic behavior of M-estimators for the linear model
- Asymptotic behavior of M-estimators of p regression parameters when p^ 2/n is large. I. Consistency
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- High-dimensional additive modeling
- INTERACTION OF A SOLITARY WAVE WITH AN EXTERNAL FORCE IN THE EXTENDED KORTEWEG–DE VRIES EQUATION
- Model selection and estimation in the Gaussian graphical model
- Nonconcave penalized likelihood with a diverging number of parameters.
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- On M-processes and M-estimation
- On the existence of maximum likelihood estimates in logistic regression models
- One-step sparse estimates in nonconcave penalized likelihood models
- Profile-kernel likelihood inference with diverging number of parameters
- Robust regression: Asymptotics, conjectures and Monte Carlo
- SCAD-penalized regression in high-dimensional partially linear models
- Statistical estimation in varying coefficient models
- The Adaptive Lasso and Its Oracle Properties
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection in nonparametric additive models
- Variable selection in semiparametric regression modeling
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
Cited in
(6)- Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models
- Spline estimator for ultra-high dimensional partially linear varying coefficient models
- Semiparametric variable selection for partially varying coefficient models with endogenous variables
- Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function
- Polynomial spline estimation for generalized partial functional linear regression models
- Semi-varying coefficient models with a diverging number of components
This page was built for publication: Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q378915)
