On a Principal Varying Coefficient Model
From MaRDI portal
Publication:4916942
DOI10.1080/01621459.2012.736904OpenAlexW1998494541MaRDI QIDQ4916942
Hansheng Wang, Guo-Hua Jiang, Yingcun Xia, Qian Jiang
Publication date: 26 April 2013
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2012.736904
local linear estimatorprincipal functionprofile least-squares estimation\(L_1\) penaltysemivarying coefficient model
Related Items (12)
Sparse Learning and Structure Identification for Ultrahigh-Dimensional Image-on-Scalar Regression ⋮ Structure identification in panel data analysis ⋮ A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction ⋮ Principal single-index varying-coefficient models for dimension reduction in quantile regression ⋮ Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients ⋮ Estimation of a rank-reduced functional-coefficient panel data model with serial correlation ⋮ Principal varying coefficient estimator for high-dimensional models ⋮ Dimensionality Reduction and Variable Selection in Multivariate Varying-Coefficient Models With a Large Number of Covariates ⋮ Using a latent variable model with non-constant factor loadings to examine PM2.5 constituents related to secondary inorganic aerosols ⋮ From multivariate to functional data analysis: fundamentals, recent developments, and emerging areas ⋮ High-dimensional quantile varying-coefficient models with dimension reduction ⋮ Nonparametric homogeneity pursuit in functional-coefficient models
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Sliced Regression for Dimension Reduction
- The Adaptive Lasso and Its Oracle Properties
- Statistical methods with varying coefficient models
- Local polynomial fitting in semivarying coefficient model
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Hedonic housing prices and the demand for clean air
- Reducing variance in nonparametric surface estimation
- Statistical estimation in varying coefficient models
- Semiparametric regression during 2003--2007
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models
- Forecasting Using Principal Components From a Large Number of Predictors
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
- Smoothing Spline Estimation in Varying-Coefficient Models
- Backfitting Random Varying-Coefficient Models with Time-Dependent Smoothing Covariates
- Adaptive Lasso for Cox's proportional hazards model
- Inferential Theory for Factor Models of Large Dimensions
- Nonparametric Inferences for Additive Models
This page was built for publication: On a Principal Varying Coefficient Model
