Pages that link to "Item:Q3097900"
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The following pages link to Variable selection and estimation in high-dimensional varying-coefficient models (Q3097900):
Displayed 50 items.
- Model detection and variable selection for varying coefficient models with longitudinal data (Q270128) (← links)
- Local linear smoothing for sparse high dimensional varying coefficient models (Q276223) (← links)
- Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty (Q379954) (← links)
- Variable selection in high-dimensional quantile varying coefficient models (Q391871) (← links)
- Variable selection in robust semiparametric modeling for longitudinal data (Q397215) (← links)
- Semiparametric regression models with additive nonparametric components and high dimensional parametric components (Q435000) (← links)
- Concave group methods for variable selection and estimation in high-dimensional varying coefficient models (Q477279) (← links)
- Variable selection for varying-coefficient models with the sparse regularization (Q736986) (← links)
- Continuously dynamic additive models for functional data (Q739578) (← links)
- Model selection by LASSO methods in a change-point model (Q744757) (← links)
- Penalized estimation in additive varying coefficient models using grouped regularization (Q744806) (← links)
- Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models (Q746868) (← links)
- Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data (Q779677) (← links)
- Statistical inference for multivariate longitudinal data with irregular auto-correlated error process (Q828641) (← links)
- Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models (Q892254) (← links)
- Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients (Q1615281) (← links)
- Integrative weighted group Lasso and generalized local quadratic approximation (Q1658725) (← links)
- Feature screening for generalized varying coefficient models with application to dichotomous responses (Q1659028) (← links)
- A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction (Q1663132) (← links)
- Semiparametric quantile estimation for varying coefficient partially linear measurement errors models (Q1668053) (← links)
- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression (Q1685286) (← links)
- Simultaneous variable selection and smoothing for high-dimensional function-on-scalar regression (Q1711594) (← links)
- Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space (Q1750287) (← links)
- Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach (Q1753971) (← links)
- Time-varying correlation structure estimation and local-feature detection for spatio-temporal data (Q1795586) (← links)
- Spline estimator for ultra-high dimensional partially linear varying coefficient models (Q2000746) (← links)
- Semiparametric model for covariance regression analysis (Q2008100) (← links)
- The de-biased group Lasso estimation for varying coefficient models (Q2046473) (← links)
- Penalized kernel quantile regression for varying coefficient models (Q2059422) (← links)
- High-dimensional quantile varying-coefficient models with dimension reduction (Q2075035) (← links)
- Identification and estimation in quantile varying-coefficient models with unknown link function (Q2177722) (← links)
- A double varying-coefficient modeling approach for analyzing longitudinal observations (Q2274194) (← links)
- Sparse high-dimensional varying coefficient model: nonasymptotic minimax study (Q2352741) (← links)
- Generalized varying coefficient partially linear measurement errors models (Q2397047) (← links)
- Feature screening in ultrahigh-dimensional varying-coefficient Cox model (Q2418519) (← links)
- Variable selection in Cox regression models with varying coefficients (Q2437864) (← links)
- SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part (Q2637602) (← links)
- Partially Linear Structure Selection in Cox Models with Varying Coefficients (Q2846441) (← links)
- Variable selection in additive quantile regression using nonconcave penalty (Q2953973) (← links)
- SCAD-penalised generalised additive models with non-polynomial dimensionality (Q3145392) (← links)
- Globally consistent model selection in semi-parametric additive coefficient models (Q3455264) (← links)
- Greedy forward regression for variable screening (Q4639813) (← links)
- Variable selection for longitudinal data with high-dimensional covariates and dropouts (Q4960570) (← links)
- Feature screening in ultrahigh-dimensional additive Cox model (Q4960596) (← links)
- Dimensionality Reduction and Variable Selection in Multivariate Varying-Coefficient Models With a Large Number of Covariates (Q4962440) (← links)
- Model Selection via Bayesian Information Criterion for Quantile Regression Models (Q4975344) (← links)
- Modeling association between multivariate correlated outcomes and high-dimensional sparse covariates: the adaptive SVS method (Q5036571) (← links)
- Two-stage local rank estimation for generalised partially linear varying-coefficient models (Q5051323) (← links)
- Modified adaptive group lasso for high-dimensional varying coefficient models (Q5055141) (← links)
- Sparse reduced-rank regression for multivariate varying-coefficient models (Q5065249) (← links)