Modified adaptive group lasso for high-dimensional varying coefficient models
From MaRDI portal
Publication:5055141
Cites work
- A new variable selection approach for varying coefficient models
- A practical guide to splines.
- Concave group methods for variable selection and estimation in high-dimensional varying coefficient models
- Fast robust feature screening for ultrahigh-dimensional varying coefficient models
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
- Hedonic housing prices and the demand for clean air
- scientific article; zbMATH DE number 3703310 (Why is no real title available?)
- scientific article; zbMATH DE number 2222296 (Why is no real title available?)
- Identification and estimation for generalized varying coefficient partially linear models
- Identification for semiparametric varying coefficient partially linear models
- Likelihood-based selection and sharp parameter estimation
- Nearly unbiased variable selection under minimax concave penalty
- Nonparametric independence screening and structure identification for ultra-high dimensional longitudinal data
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- On varying-coefficient independence screening for high-dimensional varying-coefficient models
- One-step sparse estimates in nonconcave penalized likelihood models
- Robust check loss-based variable selection of high-dimensional single-index varying-coefficient model
- Robust spline-based variable selection in varying coefficient model
- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
- Shrinkage estimation of the varying coefficient model
- Sparse varying coefficient models for longitudinal data
- Structure identification for varying coefficient models with measurement errors based on kernel smoothing
- The Adaptive Lasso and Its Oracle Properties
- Variable selection and estimation in high-dimensional varying-coefficient models
- Variable selection for generalized varying coefficient models with longitudinal data
- Variable selection for high-dimensional generalized varying-coefficient models
- Variable selection in high-dimensional quantile varying coefficient models
- Variable selection in high-dimensional varying-coefficient models with global optimality
- Variable selection in nonparametric additive models
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Variable selection of varying coefficient models in quantile regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
- Walsh-average based variable selection for varying coefficient models
- Weak convergence and empirical processes. With applications to statistics
Cited in
(2)
This page was built for publication: Modified adaptive group lasso for high-dimensional varying coefficient models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5055141)
