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.
- Doubly penalized estimation in additive regression with high-dimensional data (Q2328052) (← links)
- Nonparametric additive beta regression for fractional response with application to body fat data (Q2329907) (← links)
- On Hodges' superefficiency and merits of oracle property in model selection (Q2330527) (← links)
- Two stage smoothing in additive models with missing covariates (Q2338221) (← links)
- High dimensional single index models (Q2350065) (← links)
- Variable selection in quantile varying coefficient models with longitudinal data (Q2359501) (← links)
- Adaptive variable selection in nonparametric sparse additive models (Q2396347) (← links)
- Robust and efficient direction identification for groupwise additive multiple-index models and its applications (Q2398077) (← links)
- Varying-coefficient partially functional linear quantile regression models (Q2398415) (← links)
- Variable selection in functional additive regression models (Q2418050) (← links)
- PAC-Bayesian risk bounds for group-analysis sparse regression by exponential weighting (Q2418515) (← links)
- SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part (Q2637602) (← links)
- Modal additive models with data-driven structure identification (Q2668575) (← links)
- Interquantile shrinkage in spatial additive autoregressive models (Q2677129) (← links)
- Nonparametric Statistics and High/Infinite Dimensional Data (Q2787390) (← links)
- Variable selection for additive model via cumulative ratios of empirical strengths total (Q2832019) (← links)
- Sparse nonparametric model for regression with functional covariate (Q2832031) (← links)
- Partially linear structure selection in Cox models with varying coefficients (Q2846441) (← links)
- Component selection in the additive regression model (Q2852624) (← links)
- Model selection for Cox models with time-varying coefficients (Q2912333) (← links)
- Identification of partially linear structure in additive models with an application to gene expression prediction from sequences (Q2912335) (← links)
- A plug-in the number of knots selector for polynomial spline regression (Q2934389) (← links)
- A Note on Application of Nesterov’s Method in Solving Lasso-Type Problems (Q2943784) (← links)
- Variable selection in additive quantile regression using nonconcave penalty (Q2953973) (← links)
- Non-asymptotic oracle inequalities for the Lasso and Group Lasso in high dimensional logistic model (Q2954238) (← links)
- SCAD-penalised generalised additive models with non-polynomial dimensionality (Q3145392) (← links)
- Variable selection in high-dimensional partly linear additive models (Q3145401) (← links)
- Globally consistent model selection in semi-parametric additive coefficient models (Q3455264) (← links)
- Search for significant variables in nonparametric additive regression (Q3837362) (← links)
- Variable Selection in Nonparametric Regression with Categorical Covariates (Q4031129) (← links)
- (Q4344530) (← links)
- Nonparametric independence screening for ultra-high-dimensional longitudinal data under additive models (Q4559457) (← links)
- Greedy forward regression for variable screening (Q4639813) (← links)
- Error Variance Estimation in Ultrahigh-Dimensional Additive Models (Q4690960) (← links)
- Spike-and-Slab Priors for Function Selection in Structured Additive Regression Models (Q4904729) (← links)
- Feature screening in ultrahigh-dimensional additive Cox model (Q4960596) (← links)
- Sparse Additive Ordinary Differential Equations for Dynamic Gene Regulatory Network Modeling (Q4975410) (← links)
- Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening (Q4975579) (← links)
- GENERALIZED ADDITIVE PARTIAL LINEAR MODELS WITH HIGH-DIMENSIONAL COVARIATES (Q4979494) (← links)
- (Q4998964) (← links)
- Univariate measurement error selection likelihood for variable selection of additive model (Q5023864) (← links)
- A sure independence screening procedure for ultra-high dimensional partially linear additive models (Q5036612) (← 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)
- Efficient kernel-based variable selection with sparsistency (Q5037806) (← links)
- Improvement on LASSO-type estimator in nonparametric regression (Q5051335) (← links)
- Modified adaptive group lasso for high-dimensional varying coefficient models (Q5055141) (← links)
- Improved Estimation of High-dimensional Additive Models Using Subspace Learning (Q5057096) (← links)
- M-estimation and model identification based on double SCAD penalization (Q5075480) (← links)
- Shrinkage estimation for identification of linear components in composite quantile additive models (Q5083888) (← links)
