Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models
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Publication:512003
DOI10.1016/j.jmva.2016.12.006zbMath1360.62180OpenAlexW2566114261MaRDI QIDQ512003
Yujie Li, Heng Lian, Tie Jun Tong, Gao Rong Li
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
EBICvariable screeningprofile forward regressionscreening consistency propertyultra-high dimensionvarying coefficient partially linear model
Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)
Related Items
Variable screening in multivariate linear regression with high-dimensional covariates, Sequential profile Lasso for ultra-high-dimensional partially linear models, Two-stage local rank estimation for generalised partially linear varying-coefficient models, Variance estimation for sparse ultra-high dimensional varying coefficient models, Empirical likelihood in varying-coefficient quantile regression with missing observations, Linear regression models with general distortion measurement errors, 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, Classification with minimum ambiguity under distribution heterogeneity, Spline estimator for ultra-high dimensional partially linear varying coefficient models, Adaptive-weighted estimation of semi-varying coefficient models with heteroscedastic errors
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