Consistent variable selection in additive models
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Publication:5325829
zbMATH Open1166.62024MaRDI QIDQ5325829FDOQ5325829
Authors: Lan Xue 
Publication date: 24 July 2009
Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/J19N3/j19n322/j19n322.html
Recommendations
- Nonparametric variable selection and its application to additive models
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- Estimation by polynomial splines with variable selection in additive Cox models
- Estimation and variable selection for generalized additive partial linear models
- Variable selection for additive model via cumulative ratios of empirical strengths total
Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05) Numerical computation using splines (65D07)
Cited In (53)
- Parsimonious additive models
- Partially linear structure selection in Cox models with varying coefficients
- Nonparametric additive beta regression for fractional response with application to body fat data
- Additive coefficient modeling via polynomial spline
- Variable selection in functional additive regression models
- Query-dependent ranking and its asymptotic properties
- Variable selection for spatial semivarying coefficient models
- Rank-based shrinkage estimation for identification in semiparametric additive models
- Identification of partially linear structure in additive models with an application to gene expression prediction from sequences
- Rank reduction for high-dimensional generalized additive models
- Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates
- Semiparametric regression models with additive nonparametric components and high dimensional parametric components
- Model averaging for semiparametric additive partial linear models
- Nonparametric independence screening for ultra-high-dimensional longitudinal data under additive models
- Sure independence screening in ultrahigh dimensional generalized additive models
- RCV-based error density estimation in the ultrahigh dimensional additive model
- SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part
- Interquantile shrinkage in spatial additive autoregressive models
- Exponential-Bound Property of Estimators and Variable Selection in Generalized Additive Models
- Quantile index coefficient model with variable selection
- Error Variance Estimation in Ultrahigh-Dimensional Additive Models
- Variable selection of varying coefficient models in quantile regression
- Feature screening in ultrahigh-dimensional additive Cox model
- Variable selection for additive model via cumulative ratios of empirical strengths total
- A unified penalized method for sparse additive quantile models: an RKHS approach
- Simultaneous variable selection and estimation in semiparametric modeling of longitudinal/clustered data
- Time-varying feature selection for longitudinal analysis
- Variable selection for partially linear proportional hazards model with covariate measurement error
- Component selection in additive quantile regression models
- Time-varying correlation structure estimation and local-feature detection for spatio-temporal data
- Constrained polynomial spline estimation of monotone additive models
- Spike-and-slab least absolute shrinkage and selection operator generalized additive models and scalable algorithms for high-dimensional data analysis
- Variable Selection and Function Estimation in Additive Nonparametric Regression Using a Data-Based Prior
- Variance function additive partial linear models
- Variable Selection via Additive Conditional Independence
- Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data
- Component selection and smoothing for nonparametric regression in exponential families
- Simultaneous Variable Selection and Estimation in Generalized Semiparametric Mixed Effects Modeling of Longitudinal Data
- Semiparametric Regression Using Variational Approximations
- A screening approach for non-parametric global sensitivity analysis
- A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors
- Frequentist Model Averaging for the Nonparametric Additive Model
- High-dimensional semiparametric mixed-effects model for longitudinal data with non-normal errors
- Discovering model structure for partially linear models
- Practical variable selection for generalized additive models
- Improved predictions penalizing both slope and curvature in additive models
- M-estimation and model identification based on double SCAD penalization
- Simultaneous selection of variables and smoothing parameters in structured additive regression models
- Penalized likelihood and Bayesian function selection in regression models
- Additive model selection
- Variable Selection and Model Building via Likelihood Basis Pursuit
- Bayesian Model Selection in Additive Partial Linear Models Via Locally Adaptive Splines
- Variable selection in nonparametric additive models
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