Variable selection in high-dimensional varying-coefficient models with global optimality
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Cited in
(47)- Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models
- Semiparametric model averaging for ultrahigh-dimensional conditional quantile prediction
- Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection
- Variable selection for generalized varying coefficient models with longitudinal data
- Generalized varying index coefficient models
- Variance estimation for sparse ultra-high dimensional varying coefficient models
- Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method
- Local linear smoothing for sparse high dimensional varying coefficient models
- Estimation in partial linear model with spline modal function
- Discussion
- Additive varying-coefficient model for nonlinear gene-environment interactions
- Model averaging estimation for nonparametric varying-coefficient models with multiplicative heteroscedasticity
- Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates
- Simultaneous selection and inference for varying coefficients with zero regions: a soft-thresholding approach
- Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach
- Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data
- Variable selection using P-splines
- Variable selection for high-dimensional generalized varying-coefficient models
- Variable selection for varying-coefficient models with the sparse regularization
- Structural identification and variable selection in high-dimensional varying-coefficient models
- A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series
- Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models
- Varying-coefficients for regional quantile via KNN-based LASSO with applications to health outcome study
- High-dimensional varying index coefficient models via Stein's identity
- Variables selection using \(\mathcal{L}_0\) penalty
- Modified adaptive group lasso for high-dimensional varying coefficient models
- Multivariate varying-coefficient models via tensor decomposition
- Time-varying feature selection for longitudinal analysis
- Time-varying correlation structure estimation and local-feature detection for spatio-temporal data
- Concave group methods for variable selection and estimation in high-dimensional varying coefficient models
- Dimensionality reduction and variable selection in multivariate varying-coefficient models with a large number of covariates
- High-dimensional quantile varying-coefficient models with dimension reduction
- Network-adaptive robust penalized estimation of time-varying coefficient models with longitudinal data
- Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data
- Penalized kernel quantile regression for varying coefficient models
- Model averaging prediction for nonparametric varying-coefficient models with B-spline smoothing
- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
- Semiparametric model building for regression models with time-varying parameters
- Quantile regression for additive coefficient models in high dimensions
- Longitudinal Principal Component Analysis With an Application to Marketing Data
- Accelerating a Gibbs sampler for variable selection on genomics data with summarization and variable pre-selection combining an array DBMS and R
- Robust variable selection in modal varying-coefficient models with longitudinal
- Sparse reduced-rank regression for multivariate varying-coefficient models
- Robust and sparse learning of varying coefficient models with high-dimensional features
- Simultaneous variable selection and smoothing for high-dimensional function-on-scalar regression
- Efficient estimation of varying coefficient models with serially correlated errors
- Varying coefficient linear discriminant analysis for dynamic data
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