Robust variable selection for additive coefficient models
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Cites work
- scientific article; zbMATH DE number 5190601 (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?)
- A robust and efficient estimation method for partially nonlinear models via a new MM algorithm
- Additive coefficient modeling via polynomial spline
- Estimation and inference in generalized additive coefficient models for nonlinear interactions with high-dimensional covariates
- Estimation of semi-parametric additive coefficient model
- Functional-Coefficient Autoregressive Models
- Globally consistent model selection in semi-parametric additive coefficient models
- Laplace error penalty-based variable selection in high dimension
- Local modal regression
- Nearly unbiased variable selection under minimax concave penalty
- One-step sparse estimates in nonconcave penalized likelihood models
- Polynomial spline estimation for a generalized additive coefficient model
- Pursuit of dynamic structure in quantile additive models with longitudinal data
- Quantile regression for additive coefficient models in high dimensions
- 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 for the varying coefficient partially nonlinear models
- Robust estimation in partially linear regression models
- Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model
- Robust structure identification and variable selection in partial linear varying coefficient models
- Robust variable selection for the varying index coefficient models
- Robust variable selection with exponential squared loss for partially linear spatial autoregressive models
- Sparse high-dimensional semi-nonparametric quantile regression in a reproducing kernel Hilbert space
- Spline-backfitted kernel smoothing of additive coefficient model
- The Adaptive Lasso and Its Oracle Properties
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection in high-dimensional partially linear additive models for composite quantile regression
- Variable selection in partially linear additive models for modal regression
- Variable selection in semiparametric regression modeling
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