Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components
From MaRDI portal
Publication:378915
DOI10.1007/s00184-013-0431-2zbMath1365.62300OpenAlexW2029443076MaRDI QIDQ378915
Peng Lai, Heng Lian, Li-chun Wang
Publication date: 12 November 2013
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-013-0431-2
Nonparametric regression and quantile regression (62G08) Generalized linear models (logistic models) (62J12)
Related Items (3)
Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function ⋮ Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models ⋮ Semiparametric variable selection for partially varying coefficient models with endogenous variables
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Adaptive Lasso and Its Oracle Properties
- A profile-type smoothed score function for a varying coefficient partially linear model
- On M-processes and M-estimation
- One-step sparse estimates in nonconcave penalized likelihood models
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Profile-kernel likelihood inference with diverging number of parameters
- Variable selection in nonparametric additive models
- SCAD-penalized regression in high-dimensional partially linear models
- High-dimensional additive modeling
- Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency
- 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
- Statistical estimation in varying coefficient models
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Nonconcave penalized likelihood with a diverging number of parameters.
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Variable selection in semiparametric regression modeling
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
- On the existence of maximum likelihood estimates in logistic regression models
- Model selection and estimation in the Gaussian graphical model
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
- INTERACTION OF A SOLITARY WAVE WITH AN EXTERNAL FORCE IN THE EXTENDED KORTEWEG–DE VRIES EQUATION
- A practical guide to splines.
This page was built for publication: Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components
