Semi-varying coefficient models with a diverging number of components
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Publication:548651
DOI10.1016/J.JMVA.2011.03.010zbMATH Open1216.62060OpenAlexW2045374289MaRDI QIDQ548651FDOQ548651
Authors: Heng Lian, Gaorong Li, Liugen Xue 
Publication date: 29 June 2011
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2011.03.010
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Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05) Numerical computation using splines (65D07)
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Cited In (19)
- Semiparametric quantile estimation for varying coefficient partially linear measurement errors models
- Variance estimation for sparse ultra-high dimensional varying coefficient models
- Statistical inference on restricted partial linear regression models with partial distortion measurement errors
- Spline estimator for ultra-high dimensional partially linear varying coefficient models
- Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models
- Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components
- Quantile regression of ultra-high dimensional partially linear varying-coefficient model with missing observations
- Variable selection for partially varying coefficient model based on modal regression under high dimensional data
- Generalized varying coefficient partially linear measurement errors models
- Adaptive-weighted estimation of semi-varying coefficient models with heteroscedastic errors
- Unified variable selection for varying coefficient models with longitudinal data
- Varying Coefficient Regression Models: A Review and New Developments
- 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
- Linear regression models with multiplicative distortions under new identifiability conditions
- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
- Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models
- Partially linear additive quantile regression in ultra-high dimension
- Measuring the symmetry of model errors for varying coefficient regression models based on correlation coefficient
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