Variable selection for semiparametric varying coefficient partially linear models

DOI10.1016/j.spl.2009.07.004zbMath1171.62026OpenAlexW2057470534MaRDI QIDQ734698

Pei Xin Zhao, Liu Gen 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)

Related Items (41)

A new variable selection approach for varying coefficient models ⋮ Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model ⋮ Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression ⋮ Model detection and variable selection for mode varying coefficient model ⋮ Variable selection for semiparametric varying coefficient partially linear model based on modal regression with missing data ⋮ B-spline estimation for partially linear varying coefficient composite quantile regression models ⋮ Variable selection for partially varying coefficient model based on modal regression under high dimensional data ⋮ Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors ⋮ Estimation in partial linear model with spline modal function ⋮ Variable selection for single-index varying-coefficient model ⋮ Estimation and inference of semi-varying coefficient models with heteroscedastic errors ⋮ Variable selection of the quantile varying coefficient regression models ⋮ Robust check loss-based variable selection of high-dimensional single-index varying-coefficient model ⋮ Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression ⋮ Remodeling and estimation for sparse partially linear regression models ⋮ Structure identification for varying coefficient models with measurement errors based on kernel smoothing ⋮ Variable selection for varying coefficient models with measurement errors ⋮ Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data ⋮ Automatic variable selection for partially linear functional additive model and its application to the Tecator data set ⋮ Penalized quadratic inference function-based variable selection for generalized partially linear varying coefficient models with longitudinal data ⋮ Variable selection of varying dispersion student-\(t\) regression models ⋮ Orthogonal weighted empirical likelihood-based variable selection for semiparametric instrumental variable models ⋮ Variable selection for generalized varying coefficient partially linear models with diverging number of parameters ⋮ Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models ⋮ Quickly variable selection for varying coefficient models with missing response at random ⋮ Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates ⋮ Local estimation for longitudinal semiparametric varying-coefficient partially linear model ⋮ Spline estimator for ultra-high dimensional partially linear varying coefficient models ⋮ Robust spline-based variable selection in varying coefficient model ⋮ Variable selection for semiparametric varying coefficient partially linear errors-in-variables models ⋮ Tree-structured modelling of varying coefficients ⋮ Variable Selection for Semiparametric Varying Coefficient Partially Linear Errors-in-Variables (EV) Model with Missing Response ⋮ Robust variable selection in partially varying coefficient single-index model ⋮ Smooth-threshold GEE variable selection for varying coefficient partially linear models with longitudinal data ⋮ Semiparametric variable selection for partially varying coefficient models with endogenous variables ⋮ New efficient spline estimation for varying-coefficient models with two-step knot number selection ⋮ 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 ⋮ Unnamed Item ⋮ Penalised empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models ⋮ Robust adaptive estimation for semivarying coefficient models

Cites Work

• The Adaptive Lasso and Its Oracle Properties
• Local polynomial fitting in semivarying coefficient model
• Empirical likelihood for nonparametric parts in semiparametric varying-coefficient partially linear models
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models
• A simple approach for varying-coefficient model selection
• Quantile regression in partially linear varying coefficient models
• Optimal rates of convergence for nonparametric estimators
• Variable selection in semiparametric regression modeling
• Empirical likelihood for semiparametric varying-coefficient partially linear regression models
• Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• A Statistical View of Some Chemometrics Regression Tools
• Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
• New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
• Unnamed Item
• Unnamed Item

This page was built for publication: Variable selection for semiparametric varying coefficient partially linear models