Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model
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Cites work
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 3265118 (Why is no real title available?)
- Additive logistic regression: a statistical view of boosting. (With discussion and a rejoinder by the authors)
- Empirical Likelihood for a Varying Coefficient Model With Longitudinal Data
- Empirical likelihood for single-index models
- Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
- Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach
- Heuristics of instability and stabilization in model selection
- Nonparametric checks for single-index models
- On Single-Index Coefficient Regression Models
- Optimal rates of convergence for nonparametric estimators
- Optimal smoothing in single-index models
- Penalized Spline Estimation for Partially Linear Single-Index Models
- Robust Variable Selection With Exponential Squared Loss
- Single-index coefficient models for nonlinear time series
- Statistical estimation in varying coefficient models
- Statistical inference for a single-index varying-coefficient model
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection for single-index varying-coefficient model
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Variable selection in semiparametric regression modeling
Cited in
(14)- Robust exponential squared loss-based estimation in semi-functional linear regression models
- Robust estimation for varying coefficient partially functional linear regression models based on exponential squared loss function
- Partial index additive models with additive distortion measurement errors
- Robust estimation with exponential squared loss for partially linear panel data model with fixed effects
- Overview of robust variable selection methods for high-dimensional linear regression model
- Elastic net penalized quantile regression model
- Model identification and selection for single-index varying-coefficient models
- Robust variable selection for the varying index coefficient models
- Exponential squared loss based robust variable selection of AR models
- Group selection via adjusted weighted least absolute deviation regression
- Generalized signed-rank estimation and selection for the functional linear model
- Robust check loss-based variable selection of high-dimensional single-index varying-coefficient model
- Robust functional coefficient selection for the single-index varying coefficients regression model
- Robust MAVE for single-index varying-coefficient models
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