Variable selection for partially linear varying coefficient quantile regression model
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Cites work
- Additive regression and other nonparametric models
- Analysis of Longitudinal Data With Semiparametric Estimation of Covariance Function
- Bivariate Quantile Smoothing Splines
- Composite quantile regression and the oracle model selection theory
- Conditional growth charts. (With discussion and rejoinder)
- Consistent covariate selection and post model selection inference in semiparametric regression.
- Convergence rate of b-spline estimators of nonparametric conditional quantile functions∗
- Efficient estimation of a semiparametric partially linear varying coefficient model
- Estimating the dimension of a model
- Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
- On the asymptotics of marginal regression splines with longitudinal data
- Partially linear models with missing response variables and error-prone covariates
- Polynomial splines and nonparametric regression
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Quadratic Inference Functions for Varying‐Coefficient Models with Longitudinal Data
- Quantile regression in partially linear varying coefficient models
- Robust Estimation in Generalized Partial Linear Models for Clustered Data
- Shrinkage estimation of the varying coefficient model
- Shrinkage tuning parameter selection with a diverging number of parameters
- The Adaptive Lasso and Its Oracle Properties
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Two-stage model selection procedures in partially linear regression
- Variable selection and coefficient estimation via composite quantile regression with randomly censored data
- Variable selection for partially linear models with measurement errors
- Variable selection in semiparametric regression modeling
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
Cited in
(16)- A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction
- Variable selection in high-dimensional partially linear additive models for composite quantile regression
- Penalized weighted composite quantile regression for partially linear varying coefficient models with missing covariates
- Robust variable selection of varying coefficient partially nonlinear model based on quantile regression
- Quantile regression and variable selection for partially linear model with randomly truncated data
- Nonparametric quantile regression estimation for functional data with responses missing at random
- Simultaneous variable selection and parametric estimation for quantile regression
- Variable selection in high-dimensional quantile varying coefficient models
- Variable selection of the quantile varying coefficient regression models
- Gradient-induced model-free variable selection with composite quantile regression
- Quantile regression for robust estimation and variable selection in partially linear varying-coefficient models
- Parameter estimation and variable selection in the quantile regression model for panel data
- Empirical likelihood in varying-coefficient quantile regression with missing observations
- Variable selection of quantile varying coefficient models based on kernel smoothing
- Smoothed partially linear varying coefficient quantile regression with nonignorable missing response
- Partial linear modelling with multi-functional covariates
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