Robust structure identification and variable selection in partial linear varying coefficient models
From MaRDI portal
Recommendations
- Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data
- Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data
- Robust adaptive model selection and estimation for partial linear varying coefficient models in rank regression
- Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression
- Automatic structure discovery for varying-coefficient partially linear models
Cites work
- scientific article; zbMATH DE number 5668400 (Why is no real title available?)
- scientific article; zbMATH DE number 3703310 (Why is no real title available?)
- scientific article; zbMATH DE number 2222296 (Why is no real title available?)
- A robust and efficient estimation method for single index models
- A simple approach for varying-coefficient model selection
- A unified variable selection approach for varying coefficient models
- Adaptive semi-varying coefficient model selection
- Composite quantile regression and the oracle model selection theory
- Efficient estimation for semivarying-coefficient models
- Efficient model selection in semivarying coefficient models
- Estimation and inference of semi-varying coefficient models with heteroscedastic errors
- Linear or nonlinear? Automatic structure discovery for partially linear models
- Local modal regression
- Local rank estimation and related test for varying-coefficient partially linear models
- Local rank inference for varying coefficient models
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Nonconcave penalized M-estimation with a diverging number of parameters
- One-step sparse estimates in nonconcave penalized likelihood models
- Optimal global rates of convergence for nonparametric regression
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Regression Quantiles
- Robust Variable Selection With Exponential Squared Loss
- Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression
- Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression
- Robust variable selection through MAVE
- Semiparametric regression pursuit
- Shrinkage estimation of the varying coefficient model
- Statistical inference for semiparametric varying-coefficient partially linear models with error-prone linear covariates
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection for semiparametric varying coefficient partially linear errors-in-variables models
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Variable selection in quantile varying coefficient models with longitudinal data
- Variable selection in semiparametric regression analysis for longitudinal data
- Variable selection in semiparametric regression modeling
- Variable selection using MM algorithms
Cited in
(27)- Penalized kernel quantile regression for varying coefficient models
- Robust adaptive model selection and estimation for partial linear varying coefficient models in rank regression
- Structure identification and variable selection in geographically weighted regression models
- Linear regression models with general distortion measurement errors
- Robust distributed modal regression for massive data
- Simultaneous variable selection and structural identification for time‐varying coefficient models
- Automatic structure discovery for varying-coefficient partially linear models
- A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model
- Learning under \((1 + \epsilon)\)-moment conditions
- A sure independence screening procedure for ultra-high dimensional partially linear additive models
- Estimation in partial linear model with spline modal function
- Varying-coefficient partially functional linear quantile regression models
- Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data
- Robust variable selection for the varying index coefficient models
- Robust spline-based variable selection in varying coefficient model
- Variable selection for varying coefficient models via kernel based regularized rank regression
- Averaged and integrated estimations of varying-coefficient regression models with dependent observations
- Robust empirical likelihood inference for partially linear varying coefficient models with longitudinal data
- Robust variable selection with exponential squared loss for partially linear spatial autoregressive models
- Robust estimation for nonrandomly distributed data
- Unified variable selection for varying coefficient models with longitudinal data
- Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data
- Identification and estimation for generalized varying coefficient partially linear models
- Forward selection for feature screening and structure identification in varying coefficient models
- Robust exponential squared loss-based estimation in semi-functional linear regression models
- Robust variable selection and parametric component identification in varying coefficient models
- Structural identification and variable selection in high-dimensional varying-coefficient models
This page was built for publication: Robust structure identification and variable selection in partial linear varying coefficient models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q274040)
