Rank reducible varying coefficient model

DOI10.1016/J.JSPI.2008.06.004MaRDI QIDQ1007481zbMATH OpenOpenAlexFDO

Authors Hansheng Wang

Publication date 20 March 2009

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2008.06.004

zbMATH Keywords

BICdimension reductionsemiparametric estimationvarying coefficient modelrank reducible varying coefficient model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Multivariate analysis (62H99)

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 472973 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
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• Contour regression: a general approach to dimension reduction
• Efficient Estimation and Inferences for Varying-Coefficient Models
• Efficient estimation for semivarying-coefficient models
• New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
• On Single-Index Coefficient Regression Models
• Partial inverse regression
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Simultaneous confidence bands and hypothesis testing in varying-coefficient models
• Statistical estimation in varying coefficient models
• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Variable selection for the single-index model
• Variable selection in semiparametric regression modeling
• Varying-coefficient models and basis function approximations for the analysis of repeated measurements
• Weak and strong uniform consistency of kernel regression estimates

Cited in

(3)

• A validated information criterion to determine the structural dimension in dimension reduction models
• Geographically weighted regression model-assisted estimation in survey sampling
• Dimensionality reduction and variable selection in multivariate varying-coefficient models with a large number of covariates

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