Principal varying coefficient estimator for high-dimensional models
From MaRDI portal
Publication:5205848
Recommendations
- Principal regression for high dimensional covariance matrices
- Variable selection and estimation in high-dimensional varying-coefficient models
- Variance estimation for high-dimensional regression models
- Variance estimation for sparse ultra-high dimensional varying coefficient models
- Variance estimation in high-dimensional linear models
- scientific article; zbMATH DE number 1471718
- High-dimensional quantile varying-coefficient models with dimension reduction
- On a Principal Varying Coefficient Model
Cites work
- scientific article; zbMATH DE number 3834852 (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?)
- scientific article; zbMATH DE number 2222296 (Why is no real title available?)
- A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty
- A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction
- Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Dimensionality reduction and variable selection in multivariate varying-coefficient models with a large number of covariates
- Efficient estimation for semivarying-coefficient models
- Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
- Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates
- Estimation and variable selection for generalized additive partial linear models
- Functional-Coefficient Autoregressive Models
- Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
- High dimensional thresholded regression and shrinkage effect
- Nearly unbiased variable selection under minimax concave penalty
- Nonconcave Penalized Likelihood With NP-Dimensionality
- Nonparametric Estimation of an Additive Quantile Regression Model
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- On a Principal Varying Coefficient Model
- Robust reduced-rank regression
- Shrinkage estimation of the varying coefficient model
- Statistical estimation in varying coefficient models
- Statistical methods with varying coefficient models
- The Adaptive Lasso and Its Oracle Properties
- Thresholding-based iterative selection procedures for model selection and shrinkage
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection and estimation in high-dimensional varying-coefficient models
- Variable selection for high-dimensional generalized varying-coefficient models
- Variable selection in nonparametric additive models
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
- Weak convergence and empirical processes. With applications to statistics
Cited in
(4)- Local linear smoothing for sparse high dimensional varying coefficient models
- High-dimensional varying index coefficient models via Stein's identity
- Sparse high-dimensional varying coefficient model: nonasymptotic minimax study
- High-dimensional quantile varying-coefficient models with dimension reduction
This page was built for publication: Principal varying coefficient estimator for high-dimensional models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5205848)
