Pages that link to "Item:Q2477060"
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The following pages link to Variable selection in semiparametric regression modeling (Q2477060):
Displaying 50 items.
- A unified approach to model selection and sparse recovery using regularized least squares (Q117370) (← links)
- A new variable selection approach for varying coefficient models (Q267654) (← links)
- Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors (Q272074) (← links)
- Robust structure identification and variable selection in partial linear varying coefficient models (Q274040) (← links)
- A partially linear framework for massive heterogeneous data (Q309709) (← links)
- Parameter estimation for a generalized semiparametric model with repeated measurements (Q312586) (← links)
- Zero-inefficiency stochastic frontier models with varying mixing proportion: a semiparametric approach (Q321114) (← links)
- Variable selection for single-index varying-coefficient model (Q372228) (← links)
- Penalized profiled semiparametric estimating functions (Q377668) (← links)
- Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components (Q378915) (← links)
- Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty (Q379954) (← links)
- Degrees of freedom and model selection in semiparametric additive monotone regression (Q391588) (← links)
- Variable selection of the quantile varying coefficient regression models (Q395876) (← links)
- Variable selection in robust semiparametric modeling for longitudinal data (Q397215) (← links)
- Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates (Q419271) (← links)
- Variable selection in semiparametric regression analysis for longitudinal data (Q421404) (← links)
- Parametric component detection and variable selection in varying-coefficient partially linear models (Q450863) (← links)
- Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data (Q458634) (← links)
- Nonparametric significance testing and group variable selection (Q476217) (← links)
- Concave group methods for variable selection and estimation in high-dimensional varying coefficient models (Q477279) (← links)
- Double penalized variable selection procedure for partially linear models with longitudinal data (Q477891) (← links)
- Robust smooth-threshold estimating equations for generalized varying-coefficient partially linear models based on exponential score function (Q484854) (← links)
- Semiparametric model building for regression models with time-varying parameters (Q494386) (← links)
- Estimation in generalised varying-coefficient models with unspecified link functions (Q494394) (← links)
- Variable selection for generalized varying coefficient partially linear models with diverging number of parameters (Q511161) (← links)
- Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models (Q512003) (← links)
- Local estimation for longitudinal semiparametric varying-coefficient partially linear model (Q526977) (← links)
- Semi-varying coefficient models with a diverging number of components (Q548651) (← links)
- Variable selection in measurement error models (Q605044) (← links)
- Statistical inference in partially time-varying coefficient models (Q607224) (← links)
- A profile-type smoothed score function for a varying coefficient partially linear model (Q618161) (← links)
- Penalized least squares for single index models (Q622428) (← links)
- Sieve M-estimation for semiparametric varying-coefficient partially linear regression model (Q625812) (← links)
- Efficient estimation of a varying-coefficient partially linear binary regression model (Q627609) (← links)
- Consistent inference for biased sub-model of high-dimensional partially linear model (Q629129) (← links)
- Variable selection for additive partially linear models with measurement error (Q641762) (← links)
- Variable selection for varying coefficient models with measurement errors (Q641766) (← links)
- Variable selection for semiparametric varying-coefficient partially linear models with missing response at random (Q644651) (← links)
- Estimation and variable selection for generalized additive partial linear models (Q651013) (← links)
- Robust adaptive model selection and estimation for partial linear varying coefficient models in rank regression (Q684061) (← links)
- Variable selection for joint mean and dispersion models of the inverse Gaussian distribution (Q715499) (← links)
- Quantile index coefficient model with variable selection (Q730423) (← links)
- Semi-parametric inference for semi-varying coefficient panel data model with individual effects (Q730446) (← links)
- Variable selection for semiparametric varying coefficient partially linear models (Q734698) (← links)
- Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model (Q738981) (← links)
- On estimation and inference in a partially linear hazard model with varying coefficients (Q741158) (← links)
- Variable selection in high-dimensional double generalized linear models (Q744756) (← links)
- Penalized estimation in additive varying coefficient models using grouped regularization (Q744806) (← links)
- Quantile regression for dynamic partially linear varying coefficient time series models (Q746867) (← links)
- Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models (Q746868) (← links)