Variance estimation for sparse ultra-high dimensional varying coefficient models

Cites Work

Model-free feature screening for ultrahigh-dimensional data
EigenPrism: inference for high dimensional signal-to-noise ratios
Weak convergence and empirical processes. With applications to statistics
Statistics for high-dimensional data. Methods, theory and applications.
Sure Independence Screening for Ultrahigh Dimensional Feature Space
Feature screening via distance correlation learning
Scaled sparse linear regression
A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
Feature selection for varying coefficient models with ultrahigh-dimensional covariates
On varying-coefficient independence screening for high-dimensional varying-coefficient models
Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
Title not available (Why is that?)
Statistical methods with varying coefficient models
Variable selection in high-dimensional varying-coefficient models with global optimality
Sparse high-dimensional varying coefficient model: nonasymptotic minimax study
Local linear smoothing for sparse high dimensional varying coefficient models
Ultrahigh dimensional feature selection: beyond the linear model
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Robust rank correlation based screening
Variance Estimation Using Refitted Cross-Validation in Ultrahigh Dimensional Regression
Varying Coefficient Regression Models: A Review and New Developments
Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models
Model-free feature screening for ultrahigh dimensional discriminant analysis
Semi-varying coefficient models with a diverging number of components

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

Uses Software

EigenPrism

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