Pages that link to "Item:Q2477060"

The following pages link to Variable selection in semiparametric regression modeling (Q2477060):

Displaying 50 items.

• Variable selection using penalized empirical likelihood (Q763671) (← links)
• Semiparametric likelihood estimation in survival models with informative censoring (Q765840) (← links)
• Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data (Q779677) (← links)
• Variable selection for spatial autoregressive models with a diverging number of parameters (Q779691) (← links)
• A semiparametric model for cluster data (Q834344) (← links)
• Variable selection for recurrent event data via nonconcave penalized estimating function (Q841054) (← links)
• Functional index coefficient models with variable selection (Q888320) (← links)
• Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models (Q892254) (← links)
• Variable selection in semiparametric hazard regression for multivariate survival data (Q893164) (← links)
• Bias-corrected inference for multivariate nonparametric regression: model selection and oracle property (Q900793) (← links)
• One-step sparse estimates in nonconcave penalized likelihood models (Q939649) (← links)
• Rejoinder: One-step sparse estimates in nonconcave penalized likelihood models (Q939653) (← links)
• Profile-kernel likelihood inference with diverging number of parameters (Q955140) (← links)
• Simultaneous confidence band and hypothesis test in generalised varying-coefficient models (Q972894) (← links)
• Variable selection for semiparametric varying coefficient partially linear errors-in-variables models (Q979240) (← links)
• Rank reducible varying coefficient model (Q1007481) (← links)
• A simple approach for varying-coefficient model selection (Q1015855) (← links)
• On the distribution of the adaptive LASSO estimator (Q1022011) (← links)
• Quantile regression for partially linear varying-coefficient model with censoring indicators missing at random (Q1662031) (← links)
• Semiparametric quantile estimation for varying coefficient partially linear measurement errors models (Q1668053) (← links)
• Semiparametric stochastic frontier models: a generalized additive model approach (Q1751703) (← links)
• Partial linear single index models with distortion measurement errors (Q1934488) (← links)
• Simultaneous variable selection and estimation in semiparametric modeling of longitudinal/clustered data (Q1940758) (← links)
• Efficient distribution estimation for data with unobserved sub-population identifiers (Q1950837) (← links)
• Variable selection for varying coefficient models via kernel based regularized rank regression (Q1987596) (← links)
• Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models (Q1989897) (← links)
• Spline estimator for ultra-high dimensional partially linear varying coefficient models (Q2000746) (← links)
• Empirical likelihood based inference for generalized additive partial linear models (Q2007505) (← links)
• Semi-parametric small area inference in generalized semi-varying coefficient mixed effects models (Q2010782) (← links)
• A robust and efficient estimation and variable selection method for partially linear single-index models (Q2015069) (← links)
• Penalized empirical likelihood for partially linear errors-in-variables panel data models with fixed effects (Q2029210) (← links)
• Gini correlation for feature screening (Q2046243) (← links)
• Adaptive structure inferences on partially linear error-in-function models with error-prone covariates (Q2131894) (← links)
• Statistical inference for semiparametric varying-coefficient partially linear models with a diverging number of components (Q2131898) (← links)
• Robust check loss-based variable selection of high-dimensional single-index varying-coefficient model (Q2198824) (← links)
• Structure identification for varying coefficient models with measurement errors based on kernel smoothing (Q2208398) (← links)
• A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates (Q2208404) (← links)
• Penalized quadratic inference function-based variable selection for generalized partially linear varying coefficient models with longitudinal data (Q2223100) (← links)
• Robust spline-based variable selection in varying coefficient model (Q2256603) (← links)
• Pseudo estimation and variable selection in regression (Q2306244) (← links)
• Robust check loss-based inference of semiparametric models and its application in environmental data (Q2332669) (← links)
• A robust and efficient estimation method for partially nonlinear models via a new MM algorithm (Q2338233) (← links)
• Polynomial spline approach for variable selection and estimation in varying coefficient models for time series data (Q2339518) (← links)
• Variable selection for recurrent event data with informative censoring (Q2391908) (← links)
• Generalized varying coefficient partially linear measurement errors models (Q2397047) (← links)
• GEE analysis for longitudinal single-index quantile regression (Q2407069) (← links)
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models (Q2429932) (← links)
• Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression (Q2434140) (← links)
• Efficient estimation for partially linear varying coefficient models when coefficient functions have different smoothing variables (Q2438632) (← links)
• Variable selection in semiparametric regression modeling (Q2477060) (← links)