Pages that link to "Item:Q988006"
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The following pages link to Variable selection in nonparametric additive models (Q988006):
Displaying 50 items.
- Error analysis for coefficient-based regularized regression in additive models (Q1698243) (← links)
- Automatic variable selection for partially linear functional additive model and its application to the Tecator data set (Q1721105) (← links)
- Modal regression statistical inference for longitudinal data semivarying coefficient models: generalized estimating equations, empirical likelihood and variable selection (Q1727913) (← links)
- Regression with stagewise minimization on risk function (Q1727927) (← links)
- Improving the prediction performance of the Lasso by subtracting the additive structural noises (Q1729359) (← links)
- Statistical inference on partial linear additive models with distortion measurement errors (Q1731408) (← links)
- Testing if a nonlinear system is additive or not (Q1737916) (← links)
- Variable selection for spatial semivarying coefficient models (Q1744709) (← links)
- Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space (Q1750287) (← links)
- Feature screening for multi-response varying coefficient models with ultrahigh dimensional predictors (Q1796954) (← links)
- Shrinkage variable selection and estimation in proportional hazards models with additive structure and high dimensionality (Q1800064) (← links)
- Variable selection in high-dimensional partially linear additive models for composite quantile regression (Q1800107) (← links)
- Fixed and random effects selection in nonparametric additive mixed models (Q1950841) (← links)
- Detection of sparse additive functions (Q1950867) (← links)
- A dimension reduction based approach for estimation and variable selection in partially linear single-index models with high-dimensional covariates (Q1950897) (← links)
- Variable selection and sensitivity analysis using dynamic trees, with an application to computer code performance tuning (Q1951519) (← links)
- Spline estimator for ultra-high dimensional partially linear varying coefficient models (Q2000746) (← links)
- Learning general sparse additive models from point queries in high dimensions (Q2007617) (← links)
- Rank-based shrinkage estimation for identification in semiparametric additive models (Q2010793) (← links)
- Parametric and semiparametric reduced-rank regression with flexible sparsity (Q2018603) (← links)
- Tests for \(p\)-regression coefficients in linear panel model when \(p\) is divergent (Q2023728) (← links)
- Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters (Q2032189) (← links)
- Learning sparse conditional distribution: an efficient kernel-based approach (Q2044348) (← links)
- Penalized kernel quantile regression for varying coefficient models (Q2059422) (← links)
- Least product relative error estimation for identification in multiplicative additive models (Q2059640) (← links)
- Model pursuit and variable selection in the additive accelerated failure time model (Q2062404) (← links)
- Variable selection in functional regression models: a review (Q2062803) (← links)
- Fourier transform sparse inverse regression estimators for sufficient variable selection (Q2076139) (← links)
- Nonparametric variable screening for multivariate additive models (Q2079611) (← links)
- Quantile regression feature selection and estimation with grouped variables using Huber approximation (Q2080351) (← links)
- Estimation for partial functional partially linear additive model (Q2084069) (← links)
- A robust spline approach in partially linear additive models (Q2101391) (← links)
- Nonparametric and high-dimensional functional graphical models (Q2106795) (← links)
- Sparse logistic functional principal component analysis for binary data (Q2108927) (← links)
- Estimation for partially linear additive regression with spatial data (Q2110355) (← links)
- RCV-based error density estimation in the ultrahigh dimensional additive model (Q2133638) (← links)
- Bayes factor asymptotics for variable selection in the Gaussian process framework (Q2135522) (← links)
- Consistent group selection with Bayesian high dimensional modeling (Q2226716) (← links)
- Kernel variable selection for multicategory support vector machines (Q2237819) (← links)
- A sequential approach to feature selection in high-dimensional additive models (Q2242862) (← links)
- Additive models for extremal quantile regression with Pareto-type distributions (Q2245665) (← links)
- Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates (Q2249842) (← links)
- Adaptive variable selection in nonparametric sparse regression (Q2253981) (← links)
- Sparse model identification and learning for ultra-high-dimensional additive partially linear models (Q2274941) (← links)
- Robust feature screening for elliptical copula regression model (Q2274965) (← links)
- Rank reduction for high-dimensional generalized additive models (Q2274971) (← links)
- Profile statistical inference for partially linear additive models with a diverging number of parameters (Q2287379) (← links)
- Asymptotic properties of concave \(L_1\)-norm group penalties (Q2288785) (← links)
- Feature screening for ultrahigh-dimensional additive logistic models (Q2301064) (← links)
- Sure independence screening in ultrahigh dimensional generalized additive models (Q2317245) (← links)
