Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty
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Publication:379954
DOI10.1007/S00184-012-0422-8zbMATH OpenNoneOpenAlexW2069031850MaRDI QIDQ379954FDOQ379954
Authors: Zhaoping Hong, Yuao Hu, Heng Lian 
Publication date: 11 November 2013
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-012-0422-8
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Cited In (11)
- Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models
- Partial linear modelling with multi-functional covariates
- Sparse nonparametric model for regression with functional covariate
- Variable selection in high-dimensional partly linear additive models
- Variable selection in high-dimensional linear models: partially faithful distributions and the PC-simple algorithm
- Concave group methods for variable selection and estimation in high-dimensional varying coefficient models
- Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function
- Variable selection for partially linear models via learning gradients
- Regularized quantile regression for ultrahigh-dimensional data with nonignorable missing responses
- Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models
- Variable selection for sparse high-dimensional nonlinear regression models by combining nonnegative garrote and sure independence screening
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