Semiparametric regression models with additive nonparametric components and high dimensional parametric components
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Cites work
- scientific article; zbMATH DE number 4011660 (Why is no real title available?)
- scientific article; zbMATH DE number 1533566 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Automatic model selection for partially linear models
- Component selection and smoothing in multivariate nonparametric regression
- Consistent variable selection in additive models
- Estimation and variable selection for semiparametric additive partial linear models
- High-dimensional additive modeling
- High-dimensional graphs and variable selection with the Lasso
- Least angle regression. (With discussion)
- Linear or nonlinear? Automatic structure discovery for partially linear models
- Model Selection and Estimation in Regression with Grouped Variables
- Nonparametric and semiparametric models.
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- One-step sparse estimates in nonconcave penalized likelihood models
- PIECEWISE-POLYNOMIAL APPROXIMATIONS OF FUNCTIONS OF THE CLASSES $ W_{p}^{\alpha}$
- Penalized quasi-likelihood estimation in partial linear models
- Relaxed Lasso
- SCAD-penalized regression in high-dimensional partially linear models
- Smoothing spline ANOVA models
- Sparse additive models
- Sparsity in multiple kernel learning
- Spline-backfitted kernel smoothing of partially linear additive model
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Surface estimation, variable selection, and the nonparametric oracle property
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection and estimation in high-dimensional varying-coefficient models
- Variable selection for partially linear models with measurement errors
- Variable selection in nonparametric additive models
- Variable selection in partly linear regression model with diverging dimensions for right censored data
- Variable selection using adaptive nonlinear interaction structures in high dimensions
Cited in
(17)- Two-stage Walsh-average-based robust estimation and variable selection for partially linear additive spatial autoregressive models
- Using thresholding difference-based estimators for variable selection in partial linear models
- Nonconvex penalized ridge estimations for partially linear additive models in ultrahigh dimension
- A robust penalized estimation for identification in semiparametric additive models
- Additive monotone regression in high and lower dimensions
- Variable selection in functional additive regression models
- Nonparametric estimation of a switching regression model
- Variable selection in high-dimensional partially linear additive models for composite quantile regression
- Forward Additive Regression for Ultrahigh Dimensional Nonparametric Additive Models
- Penalized integrative semiparametric interaction analysis for multiple genetic datasets
- Sparse semiparametric nonlinear model with application to chromatographic fingerprints
- Partially linear monotone methods with automatic variable selection and monotonicity direction discovery
- Profile statistical inference for partially linear additive models with a diverging number of parameters
- The exponentiated power exponential semiparametric regression model
- Robust variable selection for partially linear additive models
- Semi-parametric additive constrained regression
- Estimation in the partially nonlinear model by continuous optimization
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