Variable selection for semiparametric varying coefficient partially linear models

DOI10.1016/J.SPL.2009.07.004zbMATH Open1171.62026OpenAlexW2057470534MaRDI QIDQ734698FDOQ734698

Authors Pei Xin Zhao, Liugen Xue

Publication date 13 October 2009

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2009.07.004

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)

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Cited in

(73)

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• Variable Selection for Semiparametric Partially Linear Covariate-Adjusted Regression Models
• Variable selection for semiparametric varying-coefficient partially linear models with missing response at random
• Variable selection for high dimensional partially linear varying coefficient errors-in-variables models
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• Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
• Estimation and variable selection for semiparametric additive partial linear models
• Variable selection in partially time-varying coefficient models
• Modified SEE variable selection for varying coefficient instrumental variable models
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• Variable selection in semiparametric regression modeling
• Semiparametric approximation methods in multivariate model selection
• Spline estimator for ultra-high dimensional partially linear varying coefficient models
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• Variable selection for semiparametric regression models with iterated penalisation
• Robust check loss-based variable selection of high-dimensional single-index varying-coefficient model
• Automatic model selection for partially linear models
• Robust adaptive estimation for semivarying coefficient models
• Variable selection of the quantile varying coefficient regression models
• Robust spline-based variable selection in varying coefficient model
• Model detection and variable selection for mode varying coefficient model
• Semiparametric variable selection for partially varying coefficient models with endogenous variables
• Orthogonal weighted empirical likelihood-based variable selection for semiparametric instrumental variable models
• Remodeling and estimation for sparse partially linear regression models
• Tree-structured modelling of varying coefficients
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• Variable selection for generalized varying coefficient partially linear models with diverging number of parameters
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• Using thresholding difference-based estimators for variable selection in partial linear models
• A new variable selection approach for varying coefficient models
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• Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data
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• Penalised empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models
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• Quickly variable selection for varying coefficient models with missing response at random
• Variable selection in partially linear wavelet models
• Variable selection for semiparametric varying coefficient partially linear errors-in-variables (EV) model with missing response
• scientific article; zbMATH DE number 5812690 (Why is no real title available?)
• Variable Selection for Semiparametric Isotonic Regression Models
• Variable selection of generalized semi-parametric mixture models
• Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors

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