Pages that link to "Item:Q5414028"

The following pages link to Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements (Q5414028):

Displaying 50 items.

• Tree-structured modelling of varying coefficients (Q113880) (← links)
• Flexible generalized varying coefficient regression models (Q126898) (← links)
• Variable selection for generalized varying coefficient models with longitudinal data (Q259668) (← links)
• Model detection and variable selection for varying coefficient models with longitudinal data (Q270128) (← links)
• Robust structure identification and variable selection in partial linear varying coefficient models (Q274040) (← links)
• Parameter estimation for a generalized semiparametric model with repeated measurements (Q312586) (← links)
• Joint estimation for single index mean-covariance models with longitudinal data (Q334829) (← links)
• Variable selection for single-index varying-coefficient model (Q372228) (← 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)
• Model determination and estimation for the growth curve model via group SCAD penalty (Q392072) (← links)
• Variable selection in robust semiparametric modeling for longitudinal data (Q397215) (← links)
• Component selection in additive quantile regression models (Q397238) (← links)
• Projection-type estimation for varying coefficient regression models (Q408095) (← links)
• Shrinkage estimation for identification of linear components in additive models (Q419212) (← links)
• Variable selection in semiparametric regression analysis for longitudinal data (Q421404) (← links)
• Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data (Q458634) (← links)
• P-splines quantile regression estimation in varying coefficient models (Q464449) (← links)
• Double penalized variable selection procedure for partially linear models with longitudinal data (Q477891) (← links)
• Semiparametric model building for regression models with time-varying parameters (Q494386) (← links)
• Wavelet estimation in varying coefficient models for censored dependent data (Q504497) (← links)
• Robust estimation and variable selection in censored partially linear additive models (Q508109) (← links)
• Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models (Q512003) (← links)
• Additive model selection (Q513754) (← links)
• Semi-varying coefficient models with a diverging number of components (Q548651) (← links)
• Empirical dynamics for longitudinal data (Q620557) (← 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)
• Efficient estimation of varying coefficient models with serially correlated errors (Q670140) (← links)
• Robust adaptive model selection and estimation for partial linear varying coefficient models in rank regression (Q684061) (← links)
• Quantile index coefficient model with variable selection (Q730423) (← links)
• Variable selection for semiparametric varying coefficient partially linear models (Q734698) (← links)
• Semiparametric variable selection for partially varying coefficient models with endogenous variables (Q736653) (← links)
• Variable selection for varying-coefficient models with the sparse regularization (Q736986) (← links)
• Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model (Q738981) (← links)
• Multivariate varying coefficient model for functional responses (Q741801) (← links)
• Asymptotic optimality and efficient computation of the leave-subject-out cross-validation (Q741814) (← links)
• Penalized estimation in additive varying coefficient models using grouped regularization (Q744806) (← links)
• Bayesian group Lasso for nonparametric varying-coefficient models with application to functional genome-wide association studies (Q746650) (← links)
• Quantile regression for dynamic partially linear varying coefficient time series models (Q746867) (← links)
• Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data (Q779677) (← links)
• Model detection and estimation for varying coefficient panel data models with fixed effects (Q830568) (← links)
• Functional index coefficient models with variable selection (Q888320) (← links)
• Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models (Q892254) (← links)
• Variable selection for semiparametric varying coefficient partially linear errors-in-variables models (Q979240) (← links)
• Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients (Q1615281) (← links)
• Regularization and model selection for quantile varying coefficient model with categorical effect modifiers (Q1623652) (← links)
• Domain selection for the varying coefficient model via local polynomial regression (Q1623796) (← links)
• Consistent model check of errors-in-variables varying-coefficient model with auxiliary variable (Q1644424) (← links)
• Feature screening for generalized varying coefficient models with application to dichotomous responses (Q1659028) (← links)