Robust shrinkage estimation and selection for functional multiple linear model through LAD loss
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Cites work
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
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- Adaptive robust variable selection
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- Estimating the dimension of a model
- Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
- Functional Adaptive Model Estimation
- Functional additive models
- Functional additive regression
- Functional data analysis
- GACV for quantile smoothing splines
- High-dimensional influence measure
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Inference for functional data with applications
- Methodology and convergence rates for functional linear regression
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- Nonparametric inference in generalized functional linear models
- On rates of convergence in functional linear regression
- Perturbation of spectral subspaces and solution of linear operator equations
- Prediction in functional linear regression
- Quantile regression when the covariates are functions
- Regularization and Variable Selection Via the Elastic Net
- Selecting the number of principal components in functional data
- Series expansion for functional sufficient dimension reduction
- Shrinkage estimation and selection for multiple functional regression
- Simultaneous estimation and factor selection in quantile regression via adaptive sup-norm regularization
- Single and multiple index functional regression models with nonparametric link
- The composite absolute penalties family for grouped and hierarchical variable selection
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- Variable selection for functional regression models via the \(L_1\) regularization
Cited in
(21)- Estimation and variable selection for partially functional linear models
- 2nd special issue on robust analysis of complex data
- A loss function related to the FDR for random effects multiple comparisons
- Variable selection in functional regression models: a review
- Variable selection for functional linear models with strong heredity constraint
- Statistical inference for the functional quadratic quantile regression model
- Skew-normal partial functional linear model and homogeneity test
- Model selection for functional linear regression with hierarchical structure
- Multivariate functional generalized additive models
- Shrinkage estimation and selection for multiple functional regression
- Functional variable selection via Gram–Schmidt orthogonalization for multiple functional linear regression
- Robust group-Lasso for functional regression model
- Variable Selection for Multiple Function-on-Function Linear Regression
- Robust estimation and variable selection for function-on-scalar regression
- Generalized signed-rank estimation and selection for the functional linear model
- Robust variable selection in multiple functional linear models via group VIF regression
- Functional adaptive group lasso with its non-asymptotic bounds
- Robust ratio-typed test for location change under strong mixing heavy-tailed time series model
- Biomarker detection for disease classification in longitudinal microbiome data
- Functional Linear Model with Prior Information of Subjects’ Network
- Variable selection in multiple functional regression model with autoregressive errors
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