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.
- Bayesian Model Selection in Additive Partial Linear Models Via Locally Adaptive Splines (Q5084431) (← links)
- Two-step variable selection in partially linear additive models with time series data (Q5084730) (← links)
- Sparse structure selection and estimation (Q5085927) (← links)
- A primal dual active set with continuation algorithm for high-dimensional nonconvex SICA-penalized regression (Q5107360) (← links)
- Ultrahigh dimensional feature screening for additive model with multivariate response (Q5107740) (← links)
- Estimation of Sparse Functional Additive Models with Adaptive Group LASSO (Q5134473) (← links)
- Time-varying Hazards Model for Incorporating Irregularly Measured, High-Dimensional Biomarkers (Q5134494) (← links)
- Functional Horseshoe Priors for Subspace Shrinkage (Q5146030) (← links)
- Mixed-Effect Time-Varying Network Model and Application in Brain Connectivity Analysis (Q5146050) (← links)
- Kernel Meets Sieve: Post-Regularization Confidence Bands for Sparse Additive Model (Q5146054) (← links)
- FUNCTIONAL ADDITIVE QUANTILE REGRESSION (Q5155190) (← links)
- Estimation by polynomial splines with variable selection in additive Cox models (Q5169752) (← links)
- Principal varying coefficient estimator for high-dimensional models (Q5205848) (← links)
- Composite Coefficient of Determination and Its Application in Ultrahigh Dimensional Variable Screening (Q5208077) (← links)
- Simultaneous structure estimation and variable selection in partial linear varying coefficient models for longitudinal data (Q5220801) (← links)
- Automatic Component Selection in Additive Modeling of French National Electricity Load Forecasting (Q5280089) (← links)
- Variable Selection and Identification of High-Dimensional Nonparametric Additive Nonlinear Systems (Q5280410) (← links)
- Lag selection in stochastic additive models (Q5299870) (← links)
- Model-Free Variable Selection (Q5313590) (← links)
- High-Dimensional Feature Selection by Feature-Wise Kernelized Lasso (Q5378315) (← links)
- Variable Selection via Additive Conditional Independence (Q5378380) (← links)
- Nonparametric Variable Selection: The EARTH Algorithm (Q5414032) (← links)
- Asymptotics for penalised splines in generalised additive models (Q5419465) (← links)
- AdaBoost Semiparametric Model Averaging Prediction for Multiple Categories (Q5881103) (← links)
- Covariate Information Number for Feature Screening in Ultrahigh-Dimensional Supervised Problems (Q5881153) (← links)
- Sparse Learning and Structure Identification for Ultrahigh-Dimensional Image-on-Scalar Regression (Q5881979) (← links)
- Adaptive Bayesian density regression for high-dimensional data (Q5963506) (← links)
- Partially linear additive quantile regression in ultra-high dimension (Q5963523) (← links)
- Bayesian quantile regression for partially linear additive models (Q5963735) (← links)
- A selective review of group selection in high-dimensional models (Q5965305) (← links)
- Frequentist Model Averaging for the Nonparametric Additive Model (Q6039882) (← links)
- Grouped variable selection with discrete optimization: computational and statistical perspectives (Q6046300) (← links)
- Choosing shape parameters for regression in reproducing kernel Hilbert space and variable selection (Q6050675) (← links)
- Functional Group Bridge for Simultaneous Regression and Support Estimation (Q6055875) (← links)
- Dummy endogenous treatment effect estimation using high‐dimensional instrumental variables (Q6059396) (← links)
- Ultra high‐dimensional semiparametric longitudinal data analysis (Q6076502) (← links)
- A General Framework of Nonparametric Feature Selection in High-Dimensional Data (Q6079788) (← links)
- Semiparametric penalized quadratic inference functions for longitudinal data in ultra-high dimensions (Q6097548) (← links)
- Feature selection in ultrahigh-dimensional additive models with heterogeneous frequency component functions (Q6101702) (← links)
- Functional single-index composite quantile regression (Q6106318) (← links)
- A sparse additive model for high-dimensional interactions with an exposure variable (Q6111496) (← links)
- Robust variable selection in semiparametric mixed effects longitudinal data models (Q6118231) (← links)
- Locally Stationary Multiplicative Volatility Modeling (Q6149862) (← links)
- A quadratic upper bound algorithm for regression analysis of credit risk under the proportional hazards model with case-cohort data (Q6173558) (← links)
- A penalized least product relative error loss function based on wavelet decomposition for non-parametric multiplicative additive models (Q6175195) (← links)
- A semi-parametric approach to feature selection in high-dimensional linear regression models (Q6177013) (← links)
- Structure learning via unstructured kernel-based M-estimation (Q6184881) (← links)
- Testing the missing at random assumption in generalized linear models in the presence of instrumental variables (Q6196805) (← links)
- High-dimensional local linear regression under sparsity and convex losses (Q6200896) (← links)
- Robust variable selection for the varying index coefficient models (Q6204701) (← links)
