Pages that link to "Item:Q2477060"
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The following pages link to Variable selection in semiparametric regression modeling (Q2477060):
Displaying 50 items.
- Robust variable selection in partially varying coefficient single-index model (Q2513789) (← links)
- Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity (Q2513792) (← links)
- Walsh-average based variable selection for varying coefficient models (Q2513793) (← links)
- Efficient estimation and variable selection in dynamic panel data partially linear varying coefficient models with incidental parameter (Q2516050) (← links)
- Analysis of correlated binary data under partially linear single-index logistic models (Q2519040) (← links)
- SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part (Q2637602) (← links)
- Model structure selection in single-index-coefficient regression models (Q2637608) (← links)
- Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear models with missing responses (Q2661948) (← links)
- Variable Selection for Semiparametric Partially Linear Covariate-Adjusted Regression Models (Q2792277) (← links)
- Variable selection in linear mixed models using an extended class of penalties (Q2802814) (← links)
- Variable selection in finite mixture of semi-parametric regression models (Q2807717) (← links)
- A Robust Variable Selection to<i>t</i>-type Joint Generalized Linear Models via Penalized<i>t</i>-type Pseudo-likelihood (Q2821000) (← links)
- Finite Mixture of Generalized Semiparametric Models: Variable Selection via Penalized Estimation (Q2828781) (← links)
- Shrinkage and pretest estimators for longitudinal data analysis under partially linear models (Q2832015) (← links)
- Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors (Q2832637) (← links)
- Estimation of the mixtures of GLMs with covariate-dependent mixing proportions (Q2834725) (← links)
- Variable Selection for Semiparametric Isotonic Regression Models (Q2838710) (← links)
- Partially linear structure selection in Cox models with varying coefficients (Q2846441) (← links)
- Two Adjusted Empirical-Likelihood-Based Methods in Generalized Varying-Coefficient Partially Linear Model (Q2876141) (← links)
- Empirical likelihood for partially time-varying coefficient models with dependent observations (Q2892916) (← links)
- Variable selection for semiparametric regression models with iterated penalisation (Q2892927) (← links)
- Model selection for Cox models with time-varying coefficients (Q2912333) (← links)
- An Improved Estimation in Regression Parameter Matrix in Multivariate Regression Model (Q2920037) (← links)
- Variable selection for partially linear varying coefficient quantile regression model (Q2921510) (← links)
- Generalized varying-coefficient single-index model (Q2934860) (← links)
- Longitudinal data analysis based on generalized linear partially varying-coefficient models (Q2979974) (← links)
- Variable Selection for Partially Linear Models with Randomly Censored Data (Q3072391) (← links)
- Variable Selection for Panel Count Data via Non-Concave Penalized Estimating Function (Q3077761) (← links)
- SCAD-penalised generalised additive models with non-polynomial dimensionality (Q3145392) (← links)
- Variable selection in high-dimensional partly linear additive models (Q3145401) (← links)
- Robust estimates in generalised varying-coefficient partially linear models (Q3589227) (← links)
- Adaptive LASSO for linear mixed model selection via profile log-likelihood (Q4563501) (← links)
- Mixture of Regression Models With Varying Mixing Proportions: A Semiparametric Approach (Q4916507) (← links)
- A simultaneous variable selection methodology for linear mixed models (Q4960766) (← links)
- Feature Selection for Varying Coefficient Models With Ultrahigh-Dimensional Covariates (Q4975349) (← links)
- GENERALIZED ADDITIVE PARTIAL LINEAR MODELS WITH HIGH-DIMENSIONAL COVARIATES (Q4979494) (← links)
- Penalized empirical likelihood for high-dimensional partially linear errors-in-function model with martingale difference errors (Q4987229) (← links)
- Penalised empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models (Q5012336) (← links)
- Quantile regression estimation for distortion measurement error data (Q5031700) (← links)
- Variable selection of partially linear varying coefficient spatial autoregressive model (Q5036902) (← links)
- Penalized profile quasi-maximum likelihood method of partially linear spatial autoregressive model (Q5036903) (← links)
- Spatiotemporal Autoregressive Partially Linear Varying Coefficient Models (Q5041349) (← links)
- Sparse reduced-rank regression for multivariate varying-coefficient models (Q5065249) (← links)
- Variable selection for semiparametric varying coefficient partially linear model based on modal regression with missing data (Q5077882) (← links)
- B-spline estimation for partially linear varying coefficient composite quantile regression models (Q5077901) (← links)
- Variable selection for semiparametric varying-coefficient spatial autoregressive models with a diverging number of parameters (Q5078507) (← links)
- Measuring the symmetry of model errors for varying coefficient regression models based on correlation coefficient (Q5082969) (← links)
- Asymptotic efficient semiparametric empirical bayes estimation of multinomial responses (Q5083966) (← links)
- Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models (Q5086320) (← links)
- Time-varying coefficient model estimation through radial basis functions (Q5093028) (← links)
