Variance estimation for sparse ultra-high dimensional varying coefficient models
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Cites work
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- EigenPrism: inference for high dimensional signal-to-noise ratios
- Feature screening via distance correlation learning
- Feature selection for varying coefficient models with ultrahigh-dimensional covariates
- scientific article; zbMATH DE number 3703310 (Why is no real title available?)
- Local linear smoothing for sparse high dimensional varying coefficient models
- Model-free feature screening for ultrahigh dimensional discriminant analysis
- Model-free feature screening for ultrahigh-dimensional data
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models
- On varying-coefficient independence screening for high-dimensional varying-coefficient models
- Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models
- Robust rank correlation based screening
- Scaled sparse linear regression
- Semi-varying coefficient models with a diverging number of components
- Sparse high-dimensional varying coefficient model: nonasymptotic minimax study
- Statistical methods with varying coefficient models
- Statistics for high-dimensional data. Methods, theory and applications.
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Ultrahigh dimensional feature selection: beyond the linear model
- Variable selection and estimation in high-dimensional varying-coefficient models
- Variable selection in high-dimensional varying-coefficient models with global optimality
- Variance estimation using refitted cross-validation in ultrahigh dimensional regression
- Varying Coefficient Regression Models: A Review and New Developments
- Weak convergence and empirical processes. With applications to statistics
Cited in
(6)- Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors
- Principal varying coefficient estimator for high-dimensional models
- Sparse variational analysis of linear mixed models for large data sets
- Ultrahigh dimensional single index model estimation via refitted cross-validation
- Adaptive group Lasso penalized variable selection for high-dimensional varying-coefficient panel data models with fixed effects
- Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models
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