Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models
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Publication:512003
DOI10.1016/J.JMVA.2016.12.006zbMATH Open1360.62180OpenAlexW2566114261MaRDI QIDQ512003FDOQ512003
Authors: Yujie Li, Heng Lian, Gaorong Li, Tiejun Tong 
Publication date: 23 February 2017
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2016.12.006
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variable screeningEBICprofile forward regressionscreening consistency propertyultra-high dimensionvarying coefficient partially linear model
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02) Estimation in multivariate analysis (62H12)
Cites Work
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Cited In (19)
- Group variable selection via group sparse neural network
- Variance estimation for sparse ultra-high dimensional varying coefficient models
- Linear regression models with general distortion measurement errors
- Spline estimator for ultra-high dimensional partially linear varying coefficient models
- Empirical likelihood in varying-coefficient quantile regression with missing observations
- Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models
- Sequential profile Lasso for ultra-high-dimensional partially linear models
- Profile greedy forward regression variable screening for ultra-high dimensional partially linear model
- Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data
- Variable screening in multivariate linear regression with high-dimensional covariates
- Classification with minimum ambiguity under distribution heterogeneity
- Profiled forward regression for ultrahigh dimensional variable screening in semiparametric partially linear models
- Forward regression for ultra-high dimensional variable screening
- Adaptive-weighted estimation of semi-varying coefficient models with heteroscedastic errors
- Profile regularization after retention variable selection for ultrahigh dimensional partially linear models
- Linear regression models with multiplicative distortions under new identifiability conditions
- Greedy forward regression for variable screening
- Two-stage local rank estimation for generalised partially linear varying-coefficient models
- Stab-GKnock: controlled variable selection for partially linear models using generalized knockoffs
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