Variable selection for semiparametric varying coefficient partially linear errors-in-variables models
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- scientific article; zbMATH DE number 5812690
- Variable selection for semiparametric errors-in-variables regression model with longitudinal data
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- scientific article; zbMATH DE number 1419146 (Why is no real title available?)
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- A note on adaptive group Lasso
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- Empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models
- Empirical likelihood for semiparametric varying-coefficient partially linear regression models
- Empirical likelihood inferences for semiparametric varying-coefficient partially linear errors-in-variables models with longitudinal data
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- Least angle regression. (With discussion)
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- On parameter estimation for semi-linear errors-in-variables models
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- Variable selection in semiparametric regression modeling
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Cited in
(68)- Variable selection in linear measurement error models via penalized score functions
- Empirical likelihood for varying-coefficient semiparametric mixed-effects errors-in-variables models with longitudinal data
- Structure identification for varying coefficient models with measurement errors based on kernel smoothing
- Bayesian generalized varying coefficient models for longitudinal proportional data with errors-in-covariates
- Variable selection for semiparametric errors-in-variables regression model with longitudinal data
- Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data
- Variable selection for partially linear models with measurement errors
- Efficient Inference in a Generalized Partially Linear Model with Random Effect for Longitudinal Data
- Variable selection for high dimensional partially linear varying coefficient errors-in-variables models
- Variable selection for partially time-varying coefficient error-in-variables models
- Model detection and variable selection for varying coefficient models with longitudinal data
- Robust structure identification and variable selection in partial linear varying coefficient models
- Variable selection for single-index varying-coefficient model
- Empirical likelihood and estimation in a partially linear varying coefficient model with right censored data
- Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models
- Variable selection for varying coefficient models with measurement errors
- Variable selection for semiparametric varying coefficient partially linear errors-in-variables (EV) model with missing response
- Estimation and variable selection for partially linear additive models with measurement errors
- Laplace error penalty-based M-type model detection for a class of high dimensional semiparametric models
- Empirical likelihood inference of the partial linear isotonic errors-in-variables regression models with missing data
- A Mallows-type model averaging estimator for the varying-coefficient partially linear model
- Skew-normal semiparametric varying coefficient model and score test
- Model estimation and selection for partial linear varying coefficient EV models with longitudinal data
- Consistent test of error-in-variables partially linear model with auxiliary variables
- Consistent model check of errors-in-variables varying-coefficient model with auxiliary variable
- A robust variable selection to \(t\)-type joint generalized linear models via penalized \(t\)-type pseudo-likelihood
- Variable selection in joint mean and variance models of Box-Cox transformation
- Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters
- Variable selection for the linear EV model with longitudinal data
- Functional index coefficient models with variable selection
- Semiparametric variable selection for partially varying coefficient models with endogenous variables
- Variable Selection for Semiparametric Partially Linear Covariate-Adjusted Regression Models
- Penalised empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models
- Orthogonality based penalized GMM estimation for variable selection in partially linear spatial autoregressive models
- Variable selection for joint mean and dispersion models of the inverse Gaussian distribution
- Penalized quadratic inference functions for semiparametric varying coefficient partially linear models with longitudinal data
- Focused vector information criterion model selection and model averaging regression with missing response
- Corrected empirical likelihood for a class of generalized linear measurement error models
- Covariate Selection for Linear Errors-in-Variables Regression Models
- Variable selection for partially varying coefficient single-index model
- Automatic variable selection for varying coefficient models with longitudinal data
- Optimal model averaging for semiparametric partially linear models with measurement errors
- Concave group methods for variable selection and estimation in high-dimensional varying coefficient models
- Model detection and estimation for single-index varying coefficient model
- Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables
- Variable selection for additive partially linear models with measurement error
- Integrated partially linear model for multi-centre studies with heterogeneity and batch effect in covariates
- Variable selection in the partially linear errors-in-variables models for longitudinal data
- Smooth-threshold GEE variable selection for varying coefficient partially linear models with longitudinal data
- Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data
- Single-index partially functional linear regression model
- Variable selection for semiparametric varying-coefficient spatial autoregressive models with a diverging number of parameters
- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
- Orthogonality-based bias-corrected empirical likelihood inference for partial linear varying coefficient EV models with longitudinal data
- Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable
- Variable selection in measurement error models
- Composite quantile regression estimation of linear error-in-variable models using instrumental variables
- Variable selection in joint location and scale models of the skew-normal distribution
- Variable selection for single-index varying-coefficients models with applications to synergistic \(\mathrm{G} \times \mathrm{E}\) interactions
- scientific article; zbMATH DE number 5812690 (Why is no real title available?)
- Effective identification and estimation for the semiparametric measurement error model
- Variable selection for semiparametric varying coefficient partially linear models
- Model averaging by jackknife criterion for varying-coefficient partially linear models
- Bayesian quantile semiparametric mixed-effects double regression models
- A semiparametric Bayesian approach to joint mean and variance models
- Semiparametric analysis of isotonic errors-in-variables regression models with randomly right censored response
- Orthogonal projection based variable selection for semiparametric spatial autoregressive models
- Empirical likelihood inferences for varying coefficient partially nonlinear models
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