Pages that link to "Item:Q276223"
From MaRDI portal
The following pages link to Local linear smoothing for sparse high dimensional varying coefficient models (Q276223):
Displaying 10 items.
- Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
- Penalized kernel quantile regression for varying coefficient models (Q2059422) (← links)
- Adaptively weighted group Lasso for semiparametric quantile regression models (Q2325373) (← links)
- Non-separable models with high-dimensional data (Q2330742) (← links)
- Inference of high-dimensional linear models with time-varying coefficients (Q4602125) (← links)
- Nonparametric homogeneity pursuit in functional-coefficient models (Q5023851) (← links)
- Variance estimation for sparse ultra-high dimensional varying coefficient models (Q5078417) (← links)
- On estimation in varying coefficient models for sparse and irregularly sampled functional data (Q5082871) (← links)
- Computational aspects of the <i>k</i>NN local linear smoothing for some conditional models in high dimensional statistics (Q6049869) (← links)
- Simultaneous selection and inference for varying coefficients with zero regions: a soft-thresholding approach (Q6589282) (← links)
