Semi-varying coefficient models with a diverging number of components
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Cites work
- scientific article; zbMATH DE number 47282 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 700016 (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?)
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- Asymptotic behavior of M-estimators of p regression parameters when \(p^ 2/n\) is large. I. Consistency
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- High-dimensional additive modeling
- Local asymptotics for polynomial spline regression
- Model selection and estimation in the Gaussian graphical model
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- On M-processes and M-estimation
- One-step sparse estimates in nonconcave penalized likelihood models
- Robust regression: Asymptotics, conjectures and Monte Carlo
- SCAD-penalized regression in high-dimensional partially linear models
- Shrinkage tuning parameter selection with a diverging number of parameters
- Spectral analysis of large dimensional random matrices
- The Adaptive Lasso and Its Oracle Properties
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection in nonparametric additive models
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- Variable selection in semiparametric regression modeling
Cited in
(20)- Statistical inference on restricted partial linear regression models with partial distortion measurement errors
- Variance estimation for sparse ultra-high dimensional varying coefficient models
- Partially linear additive quantile regression in ultra-high dimension
- Spline estimator for ultra-high dimensional partially linear varying coefficient models
- Linear regression models with multiplicative distortions under new identifiability conditions
- Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components
- Measuring the symmetry of model errors for varying coefficient regression models based on correlation coefficient
- Quantile regression of ultra-high dimensional partially linear varying-coefficient model with missing observations
- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
- Unified variable selection for varying coefficient models with longitudinal data
- Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components
- Varying Coefficient Regression Models: A Review and New Developments
- Variable selection for partially varying coefficient model based on modal regression under high dimensional data
- Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models
- Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models
- Generalized varying coefficient partially linear measurement errors models
- Semiparametric quantile estimation for varying coefficient partially linear measurement errors models
- Adaptive-weighted estimation of semi-varying coefficient models with heteroscedastic errors
- Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors
- Profile statistical inference for partially linear additive models with a diverging number of parameters
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