Variable selection in partially linear regression models for time series

DOI10.1080/03610926.2025.2499018MaRDI QIDQ6873671zbMATH OpenFDO

Authors Yan-Ping Liu, Juliang Yin

Publication date 16 January 2026

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2025.2499018

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A new look at the statistical model identification
• A practical guide to splines.
• A unified approach to model selection and sparse recovery using regularized least squares
• Adaptive estimation in partially linear autoregressive models
• Additive coefficient modeling via polynomial spline
• Additive regression and other nonparametric models
• Asymptotic normality of pseudo-LS estimator for partly linear autoregression models
• Automatic model selection for partially linear models
• Double penalized variable selection procedure for partially linear models with longitudinal data
• Estimating the dimension of a model
• Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach
• Functional-Coefficient Autoregressive Models
• scientific article; zbMATH DE number 1533566 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 913285 (Why is no real title available?)
• New Estimation and Model Selection Procedures for Semiparametric Modeling in Longitudinal Data Analysis
• Nonconcave penalized likelihood with a diverging number of parameters.
• Nonlinear time series. Nonparametric and parametric methods
• Polynomial spline approach for variable selection and estimation in varying coefficient models for time series data
• Polynomial spline estimation for nonparametric (auto-)regressive models
• Regression and time series model selection in small samples
• Regularization and Variable Selection Via the Elastic Net
• SCAD-penalized regression in high-dimensional partially linear models
• Shrinkage estimation of the varying coefficient model
• Spline estimation for partially linear autoregressive models with exogenous variables
• Spline estimation of functional coefficient regression models for time series with correlated errors
• Spline estimation of partially linear regression models for time series with correlated errors
• Statistical foundations of data science
• The Adaptive Lasso and Its Oracle Properties
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

This page was built for publication: Variable selection in partially linear regression models for time series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6873671)