Sequential profile Lasso for ultra-high-dimensional partially linear models
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Publication:5880183
Cites work
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- L 1-Regularization Path Algorithm for Generalized Linear Models
- Consistent covariate selection and post model selection inference in semiparametric regression.
- Estimation and variable selection for generalized additive partial linear models
- Estimation and variable selection for semiparametric additive partial linear models
- Extended Bayesian information criteria for model selection with large model spaces
- Feature screening via distance correlation learning
- Forward regression for ultra-high dimensional variable screening
- High-dimensional graphs and variable selection with the Lasso
- Least angle regression. (With discussion)
- Model-free feature screening for ultrahigh dimensional discriminant analysis
- Model-free feature screening for ultrahigh-dimensional data
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Partially linear additive quantile regression in ultra-high dimension
- Penalized quasi-likelihood estimation in partial linear models
- Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models
- Profiled forward regression for ultrahigh dimensional variable screening in semiparametric partially linear models
- Robust rank correlation based screening
- SCAD-penalized regression in high-dimensional partially linear models
- Sequential Lasso cum EBIC for feature selection with ultra-high dimensional feature space
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- The Adaptive Lasso and Its Oracle Properties
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Variable selection for partially linear models with measurement errors
Cited in
(4)- Stab-GKnock: controlled variable selection for partially linear models using generalized knockoffs
- Balanced estimation for high-dimensional measurement error models
- Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data
- Sequential feature screening for generalized linear models with sparse ultra-high dimensional data
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