Pages that link to "Item:Q1879925"
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The following pages link to Consistent covariate selection and post model selection inference in semiparametric regression. (Q1879925):
Displayed 9 items.
- Automatic model selection for partially linear models (Q842929) (← links)
- SPADES and mixture models (Q988014) (← links)
- Positive shrinkage, improved pretest and absolute penalty estimators in partially linear models (Q1017635) (← links)
- On the distribution of the adaptive LASSO estimator (Q1022011) (← links)
- Aggregation for Gaussian regression (Q2456016) (← links)
- Consistent variable selection in high dimensional regression via multiple testing (Q2507896) (← links)
- SHRINKAGE, PRETEST AND ABSOLUTE PENALTY ESTIMATORS IN PARTIALLY LINEAR MODELS (Q3614906) (← links)
- Two-stage model selection procedures in partially linear regression (Q4652913) (← links)
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION (Q5697622) (← links)