Robust variable selection for the varying coefficient model based on composite L₁-L₂ regression
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Publication:5129091
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Cites work
- A simple approach for varying-coefficient model selection
- A unified variable selection approach for varying coefficient models
- Adaptive semi-varying coefficient model selection
- Asymptotic Analysis of Robust LASSOs in the Presence of Noise With Large Variance
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Component selection and smoothing in multivariate nonparametric regression
- Efficient Estimation and Inferences for Varying-Coefficient Models
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Maximal spacings in several dimensions
- Model Selection and Estimation in Regression with Grouped Variables
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Nonparametric quantile estimations for dynamic smooth coefficient models
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- One-step sparse estimates in nonconcave penalized likelihood models
- Penalized composite quasi-likelihood for ultrahigh dimensional variable selection
- Quantile regression in partially linear varying coefficient models
- Shrinkage estimation of the varying coefficient model
- Simultaneous confidence bands and hypothesis testing in varying-coefficient models
- Statistical estimation in varying coefficient models
- Statistical methods with varying coefficient models
- The Adaptive Lasso and Its Oracle Properties
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Variable selection using MM algorithms
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Weak and strong uniform consistency of kernel regression estimates
Cited in
(7)- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
- Robust spline-based variable selection in varying coefficient model
- Robust variable selection and parametric component identification in varying coefficient models
- Adaptive jump-preserving estimates in varying-coefficient models
- Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data
- Exponential L p -quantile estimation of function-on-scalar model with its applications in functional data analysis
- Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems
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