Structural identification and variable selection in high-dimensional varying-coefficient models
From MaRDI portal
Recommendations
- Variable selection and estimation in high-dimensional varying-coefficient models
- Variable selection for high-dimensional generalized varying-coefficient models
- Robust structure identification and variable selection in partial linear varying coefficient models
- Variable selection for high dimensional partially linear varying coefficient errors-in-variables models
- Robust variable selection and parametric component identification in varying coefficient models
- Simultaneous variable selection and structural identification for time‐varying coefficient models
- Variable selection in high-dimensional quantile varying coefficient models
- Variable selection in high-dimensional varying-coefficient models with global optimality
- Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models
- Variable selection and structure identification for varying coefficient Cox models
Cites work
- A new look at the statistical model identification
- A unified variable selection approach for varying coefficient models
- Adaptive semi-varying coefficient model selection
- Consistent group selection in high-dimensional linear regression
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Efficient estimation for semivarying-coefficient models
- Efficient model selection in semivarying coefficient models
- Estimating the dimension of a model
- Extended Bayesian information criteria for model selection with large model spaces
- Generalized varying coefficient models for longitudinal data
- Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors
- Linear or nonlinear? Automatic structure discovery for partially linear models
- Local rank inference for varying coefficient models
- Model Selection and Estimation in Regression with Grouped Variables
- Model selection for Cox models with time-varying coefficients
- Nearly unbiased variable selection under minimax concave penalty
- Nonparametric independence screening and structure identification for ultra-high dimensional longitudinal data
- Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
- One-step sparse estimates in nonconcave penalized likelihood models
- Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
- Shrinkage estimation of the varying coefficient model
- Simultaneous confidence band and hypothesis test in generalised varying-coefficient models
- Smoothing Spline Estimation for Varying Coefficient Models With Repeatedly Measured Dependent Variables
- Spline functions. Computational methods
- Statistical estimation in varying coefficient models
- Statistical methods with varying coefficient models
- The Adaptive Lasso and Its Oracle Properties
- The Group Lasso for Logistic Regression
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection and estimation in high-dimensional varying-coefficient models
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Variable selection in quantile varying coefficient models with longitudinal data
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
Cited in
(19)- Simultaneous variable selection and structural identification for time‐varying coefficient models
- A reproducing kernel Hilbert space approach to high dimensional partially varying coefficient model
- Automatic structure discovery for varying-coefficient partially linear models
- Robust model structure recovery for ultra-high-dimensional varying-coefficient models
- Feature selection for high-dimensional varying coefficient models via ordinary least squares projection
- Local linear smoothing for sparse high dimensional varying coefficient models
- Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models
- Identification of structural VAR models via independent component analysis: a performance evaluation study
- Variable selection in high-dimensional varying-coefficient models with global optimality
- Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models
- Identification of local sparsity and variable selection for varying coefficient additive hazards models
- IDENTIFICATION THEORY FOR VARYING COEFFICIENT REGRESSION MODELS
- Robust direction identification and variable selection in high dimensional general single-index models
- Sparse Learning and Structure Identification for Ultrahigh-Dimensional Image-on-Scalar Regression
- Dimensionality reduction and variable selection in multivariate varying-coefficient models with a large number of covariates
- Variable selection and structure identification for varying coefficient Cox models
- Spatiotemporal heterogeneity learning: generalized spatiotemporal semi-varying coefficient models with structure identification
- Variable selection and estimation in high-dimensional varying-coefficient models
- Robust variable selection and parametric component identification in varying coefficient models
This page was built for publication: Structural identification and variable selection in high-dimensional varying-coefficient models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5266564)
