Automatic model selection for partially linear models
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Publication:842929
DOI10.1016/J.JMVA.2009.06.009zbMATH Open1170.62034DBLPjournals/ma/NiZZ09OpenAlexW1987204917WikidataQ37396958 ScholiaQ37396958MaRDI QIDQ842929FDOQ842929
Authors: Xiao Ni, Hao Helen Zhang, Daowen Zhang 
Publication date: 28 September 2009
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc2766091
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Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)
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Cited In (41)
- A Unified Approach to Variable Selection for Partially Linear Models
- Statistical inference in the partial linear models with the double smoothing local linear regression method
- Partial linear modelling with multi-functional covariates
- Variable selection in elliptical linear mixed model
- Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension
- Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates
- Model selection and model averaging for semiparametric partially linear models with missing data
- Estimation of semiparametric regression model with right-censored high-dimensional data
- Linear or nonlinear? Automatic structure discovery for partially linear models
- Adaptive estimation with partially overlapping models
- Two-stage model selection procedures in partially linear regression
- Variable selection for the partial linear single-index model
- Identification of partially linear structure in additive models with an application to gene expression prediction from sequences
- Robust group non-convex estimations for high-dimensional partially linear models
- Estimation and variable selection for generalized additive partial linear models
- Semiparametric regression models with additive nonparametric components and high dimensional parametric components
- Profile likelihood inferences on the partially linear model with a diverging number of parameters
- Variable selection in partial linear regression with functional covariate
- A robust model averaging approach for partially linear models with responses missing at random
- Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters
- Variable Selection for Semiparametric Partially Linear Covariate-Adjusted Regression Models
- Pretest and shrinkage estimators in generalized partially linear models with application to real data
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- Optimal model averaging for semiparametric partially linear models with measurement errors
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- A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates
- Variable selection and parameter estimation for partially linear models via Dantzig selector
- Automated Selection of Post-Strata using a Model-Assisted Regression Tree Estimator
- Mixing partially linear regression models
- Two-step cross-validation selection method for partially linear models
- Few Paths, Fewer Words: Model Selection With Automatic Structure Functions
- A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates
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- WLAD-LASSO method for robust estimation and variable selection in partially linear models
- Sparse and efficient estimation for partial spline models with increasing dimension
- Empirical likelihood inferences for semiparametric instrumental variable models
- Nonconcave penalized estimation for partially linear models with longitudinal data
- Automatic variable selection for partially linear functional additive model and its application to the Tecator data set
- L1 penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors
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