Double penalized variable selection procedure for partially linear models with longitudinal data
DOI10.1007/S10114-014-2185-9zbMATH Open1305.62157OpenAlexW1993951109MaRDI QIDQ477891FDOQ477891
Authors: Pei Xin Zhao, An Min Tang, N. S. Tang 
Publication date: 10 December 2014
Published in: Acta Mathematica Sinica, English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-014-2185-9
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Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30)
Cites Work
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- SCAD-penalized regression in high-dimensional partially linear models
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- Variable selection in semiparametric regression modeling
- Title not available (Why is that?)
- Semiparametric Regression for Clustered Data Using Generalized Estimating Equations
- Semiparametric Models for Longitudinal Data with Application to CD4 Cell Numbers in HIV Seroconverters
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Automatic model selection for partially linear models
- Variable selection for semiparametric mixed models in longitudinal studies
- Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
Cited In (8)
- Partial linear models for longitudinal data based on penalized general methods of moments
- Variable selection and estimation for partially linear single-index models with longitudinal data
- Variable selection for semiparametric mixed models in longitudinal studies
- Variable selection in partially linear EV models with longitudinal data
- Penalized Generalized Quasi-Likelihood Based Variable Selection for Longitudinal Data
- Variable selection in joint mean and dispersion models via double penalized likelihood
- Nonconcave penalized estimation for partially linear models with longitudinal data
- Bayesian estimation of large precision matrix based on Cholesky decomposition
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