Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models
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Cites work
- A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
- A profile-type smoothed score function for a varying coefficient partially linear model
- Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
- Correlation Pursuit: Forward Stepwise Variable Selection for Index Models
- Efficient estimation for semivarying-coefficient models
- Efficient estimation of a semiparametric partially linear varying coefficient model
- Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
- Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters
- Empirical likelihood for semiparametric varying-coefficient partially linear regression models
- Estimation of a semiparametric varying-coefficient partially linear errors-in-variables model
- Extended Bayesian information criteria for model selection with large model spaces
- Feature screening via distance correlation learning
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- Forward regression for ultra-high dimensional variable screening
- Greedy forward regression for variable screening
- Model-free feature screening for ultrahigh dimensional discriminant analysis
- Model-free feature screening for ultrahigh-dimensional data
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Nonconcave penalized M-estimation with a diverging number of parameters
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Partially linear additive quantile regression in ultra-high dimension
- Profile inference on partially linear varying-coefficient errors-in-variables models under restricted condition
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Profile-kernel likelihood inference with diverging number of parameters
- Profiled forward regression for ultrahigh dimensional variable screening in semiparametric partially linear models
- Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression
- Robust rank correlation based screening
- Semi-varying coefficient models with a diverging number of components
- Statistical challenges with high dimensionality: feature selection in knowledge discovery
- Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
- Ultrahigh dimensional feature selection: beyond the linear model
- Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty
- Variable selection for semiparametric varying coefficient partially linear models
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Variable selection in semiparametric regression modeling
Cited in
(19)- Variance estimation for sparse ultra-high dimensional varying coefficient models
- Group variable selection via group sparse neural network
- Linear regression models with general distortion measurement errors
- Spline estimator for ultra-high dimensional partially linear varying coefficient models
- Forward regression for ultra-high dimensional 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
- Sequential profile Lasso for ultra-high-dimensional partially linear models
- Profile greedy forward regression variable screening for ultra-high dimensional partially linear model
- Linear regression models with multiplicative distortions under new identifiability conditions
- Greedy forward regression for variable screening
- Empirical likelihood in varying-coefficient quantile regression with missing observations
- Profile regularization after retention variable selection for ultrahigh dimensional partially linear models
- Classification with minimum ambiguity under distribution heterogeneity
- Variable screening in multivariate linear regression with high-dimensional covariates
- Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models
- Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data
- Adaptive-weighted estimation of semi-varying coefficient models with heteroscedastic errors
- Profiled forward regression for ultrahigh dimensional variable screening in semiparametric partially linear models
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