Variable selection for semivarying coefficient models via local averaging
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Cites work
- Adaptive semi-varying coefficient model selection
- Asymptotics for Lasso-type estimators.
- Efficient Estimation and Inferences for Varying-Coefficient Models
- Efficient estimation for semivarying-coefficient models
- Efficient estimation of a semiparametric partially linear varying coefficient model
- Efficient model selection in semivarying coefficient models
- Fast inference for semi-varying coefficient models via local averaging
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- Forward regression for ultra-high dimensional variable screening
- Generalized likelihood ratio statistics and Wilks phenomenon
- scientific article; zbMATH DE number 472973 (Why is no real title available?)
- scientific article; zbMATH DE number 490141 (Why is no real title available?)
- Least angle regression. (With discussion)
- Local polynomial fitting in semivarying coefficient model
- New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
- Nonconcave penalized likelihood with a diverging number of parameters.
- Nonparametric independence screening and structure identification for ultra-high dimensional longitudinal data
- Nonparametric independence screening in sparse ultra-high-dimensional additive models
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- On the asymptotics of constrained \(M\)-estimation
- On varying-coefficient independence screening for high-dimensional varying-coefficient models
- Orthogonality-projection-based estimation for semi-varying coefficient models with heteroscedastic errors
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Quantile regression in partially linear varying coefficient models
- Shrinkage estimation of the varying coefficient model
- Statistical estimation in varying coefficient models
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- The Adaptive Lasso and Its Oracle Properties
- Variable selection for partially linear models with measurement errors
- Variable selection in high-dimensional partially linear additive models for composite quantile regression
- Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
- Variable selection in semiparametric regression modeling
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variance estimation for semiparametric regression models by local averaging
- Varying-coefficient models and basis function approximations for the analysis of repeated measurements
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