Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models
From MaRDI portal
Publication:746868
DOI10.1016/j.jmva.2015.06.011zbMath1327.62309OpenAlexW835909820MaRDI QIDQ746868
Jie Meng, Kaifeng Zhao, Heng Lian
Publication date: 21 October 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2015.06.011
Related Items
Sparse Learning and Structure Identification for Ultrahigh-Dimensional Image-on-Scalar Regression, Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Adaptive Lasso and Its Oracle Properties
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Profile-kernel likelihood inference with diverging number of parameters
- Additive regression and other nonparametric models
- Profile likelihood and conditionally parametric models
- Functional data analysis
- Nonconcave penalized likelihood with a diverging number of parameters.
- Simultaneous variable selection and estimation in semiparametric modeling of longitudinal/clustered data
- Efficient model selection in semivarying coefficient models
- Simultaneous analysis of Lasso and Dantzig selector
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Variable selection in semiparametric regression modeling
- Extended BIC for small-n-large-P sparse GLM
- Adaptive semi-varying coefficient model selection
- A unified variable selection approach for varying coefficient models
- Identification of Partially Linear Structure in Additive Models with an Application to Gene Expression Prediction from Sequences
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
- Variable selection and estimation in high-dimensional varying-coefficient models
- Linear or Nonlinear? Automatic Structure Discovery for Partially Linear Models
- Extended Bayesian information criteria for model selection with large model spaces
- On the existence of maximum likelihood estimates in logistic regression models
- Efficient estimation for semivarying-coefficient models
- Can Tests for Jumps be Viewed as Tests for Clusters?
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
- Model Selection and Estimation in Regression with Grouped Variables
- A practical guide to splines.