Structural identification and variable selection in high-dimensional varying-coefficient models

DOI10.1080/10485252.2017.1303057zbMATH Open1365.62135OpenAlexW2603275158MaRDI QIDQ5266564FDOQ5266564

Authors: Yuping Chen, Yang Bai, Wing Kam Fung 

Publication date: 16 June 2017

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2017.1303057

Recommendations

• Variable selection and estimation in high-dimensional varying-coefficient models
• Variable selection for high-dimensional generalized varying-coefficient models
• Robust structure identification and variable selection in partial linear varying coefficient models
• Variable selection for high dimensional partially linear varying coefficient errors-in-variables models
• Robust variable selection and parametric component identification in varying coefficient models
• Simultaneous variable selection and structural identification for time‐varying coefficient models
• Variable selection in high-dimensional quantile varying coefficient models
• Variable selection in high-dimensional varying-coefficient models with global optimality
• Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models
• Variable selection and structure identification for varying coefficient Cox models

zbMATH Keywords

varying-coefficient modelscoordinate descentgroup selectionmodified basis expansionstructural selection

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
• Nearly unbiased variable selection under minimax concave penalty
• Estimating the dimension of a model
• The Adaptive Lasso and Its Oracle Properties
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• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• A new look at the statistical model identification
• One-step sparse estimates in nonconcave penalized likelihood models
• Model Selection and Estimation in Regression with Grouped Variables
• Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
• The Group Lasso for Logistic Regression
• The sparsity and bias of the LASSO selection in high-dimensional linear regression
• Statistical estimation in varying coefficient models
• Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
• Shrinkage estimation of the varying coefficient model
• Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
• Statistical methods with varying coefficient models
• Linear or nonlinear? Automatic structure discovery for partially linear models
• Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
• Varying-coefficient models and basis function approximations for the analysis of repeated measurements
• Consistent group selection in high-dimensional linear regression
• Variable selection in quantile varying coefficient models with longitudinal data
• Efficient model selection in semivarying coefficient models
• Adaptive semi-varying coefficient model selection
• A unified variable selection approach for varying coefficient models
• Local rank inference for varying coefficient models
• Variable selection and estimation in high-dimensional varying-coefficient models
• Efficient estimation for semivarying-coefficient models
• Nonparametric independence screening and structure identification for ultra-high dimensional longitudinal data
• Simultaneous confidence band and hypothesis test in generalised varying-coefficient models
• Generalized varying coefficient models for longitudinal data
• Spline functions. Computational methods
• Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
• Model selection for Cox models with time-varying coefficients

Cited In (16)

• Simultaneous variable selection and structural identification for time‐varying coefficient models
• Automatic structure discovery for varying-coefficient partially linear models
• A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model
• Local linear smoothing for sparse high dimensional varying coefficient models
• Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models
• Variable selection in high-dimensional varying-coefficient models with global optimality
• Identification of structural VAR models via independent component analysis: a performance evaluation study
• Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models
• Identification of local sparsity and variable selection for varying coefficient additive hazards models
• IDENTIFICATION THEORY FOR VARYING COEFFICIENT REGRESSION MODELS
• Sparse Learning and Structure Identification for Ultrahigh-Dimensional Image-on-Scalar Regression
• Robust direction identification and variable selection in high dimensional general single-index models
• Dimensionality reduction and variable selection in multivariate varying-coefficient models with a large number of covariates
• Variable selection and structure identification for varying coefficient Cox models
• Variable selection and estimation in high-dimensional varying-coefficient models
• Robust variable selection and parametric component identification in varying coefficient models

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