Variable selection in robust semiparametric modeling for longitudinal data
From MaRDI portal
Publication:397215
DOI10.1016/j.jkss.2013.10.003zbMath1306.62065OpenAlexW2080588939MaRDI QIDQ397215
Publication date: 11 August 2014
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2013.10.003
Asymptotic distribution theory in statistics (62E20) Nonparametric robustness (62G35) Nonparametric estimation (62G05) Statistical ranking and selection procedures (62F07)
Related Items (5)
Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data ⋮ Robust variable selection in semiparametric mixed effects longitudinal data models ⋮ Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function ⋮ Variable selection for spatial semivarying coefficient models ⋮ Robust variable selection in modal varying-coefficient models with longitudinal
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Longitudinal data analysis using generalized linear models
- The Adaptive Lasso and Its Oracle Properties
- Variable selection in semiparametric regression analysis for longitudinal data
- Component selection and smoothing in multivariate nonparametric regression
- One-step sparse estimates in nonconcave penalized likelihood models
- Variable selection in nonparametric additive models
- Quantile regression with varying coefficients
- Quantile regression in partially linear varying coefficient models
- Additive regression and other nonparametric models
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
- Robust variable selection through MAVE
- LAD variable selection for linear models with randomly censored data
- Variable selection of varying coefficient models in quantile regression
- Variable selection in quantile varying coefficient models with longitudinal data
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Variable selection in semiparametric regression modeling
- Variable selection using MM algorithms
- A unified variable selection approach for varying coefficient models
- Variable selection in partly linear regression model with diverging dimensions for right censored data
- Variable selection and estimation in high-dimensional varying-coefficient models
- Linear or Nonlinear? Automatic Structure Discovery for Partially Linear Models
- Convergence rate of b-spline estimators of nonparametric conditional quantile functions∗
- Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- An Adaptive Estimation of Dimension Reduction Space
- Shrinkage Estimation of the Varying Coefficient Model
- Consistent Model Selection for Marginal Generalized Additive Model for Correlated Data
- Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
- Robust inference in generalized linear models for longitudinal data
- Robust Estimation in Generalized Partial Linear Models for Clustered Data
- A selective review of group selection in high-dimensional models
This page was built for publication: Variable selection in robust semiparametric modeling for longitudinal data