Parametric component detection and variable selection in varying-coefficient partially linear models
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Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 1306459 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 1533566 (Why is no real title available?)
- Asymptotics for Lasso-type estimators.
- Better Subset Regression Using the Nonnegative Garrote
- Component selection and smoothing in multivariate nonparametric regression
- Efficient Estimation and Inferences for Varying-Coefficient Models
- Generalized likelihood ratio statistics and Wilks phenomenon
- Least angle regression. (With discussion)
- Local polynomial fitting in semivarying coefficient model
- Maximal spacings in several dimensions
- Model Selection and Estimation in Regression with Grouped Variables
- One-step sparse estimates in nonconcave penalized likelihood models
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Shrinkage estimation of the varying coefficient model
- Simultaneous confidence bands and hypothesis testing in varying-coefficient models
- Statistical estimation in varying coefficient models
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection in nonparametric additive models
- Variable selection in semiparametric regression modeling
- Weak and strong uniform consistency of kernel regression estimates
Cited in
(15)- Structure identification for varying coefficient models with measurement errors based on kernel smoothing
- Variable selection in high-dimensional linear model with possibly asymmetric errors
- Automatic structure discovery for varying-coefficient partially linear models
- Time-varying additive model with autoregressive errors for locally stationary time series
- Model detection and variable selection for varying coefficient models with longitudinal data
- Local linear smoothing for sparse high dimensional varying coefficient models
- Automatic variable selection for semiparametric spatial autoregressive model
- Sparse Learning and Structure Identification for Ultrahigh-Dimensional Image-on-Scalar Regression
- Model detection and estimation for single-index varying coefficient model
- Consistent model identification of varying coefficient quantile regression with BIC tuning parameter selection
- Penalized kernel quantile regression for varying coefficient models
- Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors
- Model detection and estimation for varying coefficient panel data models with fixed effects
- Robust check loss-based inference of semiparametric models and its application in environmental data
- Robust variable selection and parametric component identification in varying coefficient models
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