Sparse estimation in semiparametric finite mixture of varying coefficient regression models
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Publication:6589289
Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- An overview of semiparametric extensions of finite mixture models
- Capturing heterogeneity of covariate effects in hidden subpopulations in the presence of censoring and large number of covariates
- Finite mixture models
- Maximal spacings in several dimensions
- Model Selection and Estimation in Regression with Grouped Variables
- Nearly unbiased variable selection under minimax concave penalty
- Nonparametric Mixture of Regression Models
- Shrinkage estimation of the varying coefficient model
- Spline smoothing: The equivalent variable kernel method
- Statistical estimation in varying coefficient models
- Statistical inference and applications of mixture of varying coefficient models
- The Adaptive Lasso and Its Oracle Properties
- Valid post-selection inference
- Variable Selection in Finite Mixture of Regression Models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection and estimation in high-dimensional varying-coefficient models
- \(\ell_{1}\)-penalization for mixture regression models
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