Semiparametric regression models with additive nonparametric components and high dimensional parametric components

DOI10.1016/J.CSDA.2011.12.007zbMATH Open1243.62053OpenAlexW2005928212MaRDI QIDQ435000FDOQ435000

Authors: Pang Du, Guang Cheng, Hua Liang 

Publication date: 16 July 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2011.12.007

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zbMATH Keywords

model selectionSCADadditive modelssparsitybackfittingpartial smoothing splines

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

Cites Work

• Smoothing spline ANOVA models
• High-dimensional additive modeling
• The Adaptive Lasso and Its Oracle Properties
• Least angle regression. (With discussion)
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Title not available (Why is that?)
• One-step sparse estimates in nonconcave penalized likelihood models
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• High-dimensional graphs and variable selection with the Lasso
• Sure Independence Screening for Ultrahigh Dimensional Feature Space
• Variable selection for partially linear models with measurement errors
• Model Selection and Estimation in Regression with Grouped Variables
• SCAD-penalized regression in high-dimensional partially linear models
• Title not available (Why is that?)
• Title not available (Why is that?)
• Estimation and variable selection for semiparametric additive partial linear models
• Nonparametric independence screening in sparse ultra-high-dimensional additive models
• Relaxed Lasso
• Penalized quasi-likelihood estimation in partial linear models
• Nonparametric and semiparametric models.
• Sparse Additive Models
• Sparsity in multiple kernel learning
• Automatic model selection for partially linear models
• Component selection and smoothing in multivariate nonparametric regression
• Variable selection in nonparametric additive models
• Linear or nonlinear? Automatic structure discovery for partially linear models
• Variable selection and estimation in high-dimensional varying-coefficient models
• Variable selection using adaptive nonlinear interaction structures in high dimensions
• PIECEWISE-POLYNOMIAL APPROXIMATIONS OF FUNCTIONS OF THE CLASSES $ W_{p}^{\alpha}$
• Spline-backfitted kernel smoothing of partially linear additive model
• Surface estimation, variable selection, and the nonparametric oracle property
• Variable selection in partly linear regression model with diverging dimensions for right censored data
• Consistent variable selection in additive models

Cited In (17)

• Two-stage Walsh-average-based robust estimation and variable selection for partially linear additive spatial autoregressive models
• Using thresholding difference-based estimators for variable selection in partial linear models
• Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension
• A robust penalized estimation for identification in semiparametric additive models
• Additive monotone regression in high and lower dimensions
• Variable selection in functional additive regression models
• Nonparametric estimation of a switching regression model
• Variable selection in high-dimensional partially linear additive models for composite quantile regression
• Forward Additive Regression for Ultrahigh Dimensional Nonparametric Additive Models
• Penalized integrative semiparametric interaction analysis for multiple genetic datasets
• Sparse semiparametric nonlinear model with application to chromatographic fingerprints
• Partially linear monotone methods with automatic variable selection and monotonicity direction discovery
• Profile statistical inference for partially linear additive models with a diverging number of parameters
• The exponentiated power exponential semiparametric regression model
• Robust variable selection for partially linear additive models
• Semi-parametric additive constrained regression
• Estimation in the partially nonlinear model by continuous optimization

Uses Software

• gss
• hgam

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