Pages that link to "Item:Q2920280"
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The following pages link to On Distribution-Weighted Partial Least Squares with Diverging Number of Highly Correlated Predictors (Q2920280):
Displayed 16 items.
- Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors (Q272074) (← links)
- Multi-index regression models with missing covariates at random (Q391947) (← links)
- Non-convex penalized estimation in high-dimensional models with single-index structure (Q432323) (← links)
- Single-index composite quantile regression (Q457304) (← links)
- Stable direction recovery in single-index models with a diverging number of predictors (Q625784) (← links)
- The EFM approach for single-index models (Q638808) (← links)
- On a dimension reduction regression with covariate adjustment (Q643293) (← links)
- Simulation-based consistent inference for biased working model of non-sparse high-dimensional linear regression (Q719477) (← links)
- Dimension reduction based linear surrogate variable approach for model free variable selection (Q900762) (← links)
- Adaptive confidence region for the direction in semiparametric regressions (Q968488) (← links)
- Nonparametric feature screening (Q1615096) (← links)
- Correlation rank screening for ultrahigh-dimensional survival data (Q1658466) (← links)
- A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates (Q1950897) (← links)
- Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models (Q1989897) (← links)
- A distribution-based Lasso for a general single-index model (Q2018911) (← links)
- GEE analysis of clustered binary data with diverging number of covariates (Q2429935) (← links)