Variance estimation for sparse ultra-high dimensional varying coefficient models
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Publication:5078417
Cites work
- scientific article; zbMATH DE number 3703310 (Why is no real title available?)
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
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- Robust rank correlation based screening
- Scaled sparse linear regression
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- Variable selection and estimation in high-dimensional varying-coefficient models
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- Variance estimation using refitted cross-validation in ultrahigh dimensional regression
- Varying Coefficient Regression Models: A Review and New Developments
- Weak convergence and empirical processes. With applications to statistics
Cited in
(5)- Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models
- Ultrahigh dimensional single index model estimation via refitted cross-validation
- Sparse variational analysis of linear mixed models for large data sets
- Principal varying coefficient estimator for high-dimensional models
- Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors
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