Pages that link to "Item:Q3097900"

The following pages link to Variable selection and estimation in high-dimensional varying-coefficient models (Q3097900):

Displaying 50 items.

• A new variable selection approach for varying coefficient models (Q267654) (← links)
• Model detection and variable selection for varying coefficient models with longitudinal data (Q270128) (← links)
• Local linear smoothing for sparse high dimensional varying coefficient models (Q276223) (← links)
• Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty (Q379954) (← links)
• Variable selection in high-dimensional quantile varying coefficient models (Q391871) (← links)
• Variable selection in robust semiparametric modeling for longitudinal data (Q397215) (← links)
• Semiparametric regression models with additive nonparametric components and high dimensional parametric components (Q435000) (← links)
• Concave group methods for variable selection and estimation in high-dimensional varying coefficient models (Q477279) (← links)
• Variable selection for varying-coefficient models with the sparse regularization (Q736986) (← links)
• Continuously dynamic additive models for functional data (Q739578) (← links)
• Variable selection in high-dimensional double generalized linear models (Q744756) (← links)
• Model selection by LASSO methods in a change-point model (Q744757) (← links)
• Penalized estimation in additive varying coefficient models using grouped regularization (Q744806) (← links)
• Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models (Q746868) (← links)
• Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data (Q779677) (← links)
• Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models (Q825321) (← links)
• Statistical inference for multivariate longitudinal data with irregular auto-correlated error process (Q828641) (← links)
• Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models (Q892254) (← links)
• Two-step sparse boosting for high-dimensional longitudinal data with varying coefficients (Q1615281) (← links)
• Monotone splines Lasso (Q1623607) (← links)
• Integrative weighted group Lasso and generalized local quadratic approximation (Q1658725) (← links)
• Feature screening for generalized varying coefficient models with application to dichotomous responses (Q1659028) (← links)
• A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction (Q1663132) (← links)
• Semiparametric quantile estimation for varying coefficient partially linear measurement errors models (Q1668053) (← links)
• Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression (Q1685286) (← links)
• Simultaneous variable selection and smoothing for high-dimensional function-on-scalar regression (Q1711594) (← links)
• Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space (Q1750287) (← links)
• Adaptive varying-coefficient linear quantile model: a profiled estimating equations approach (Q1753971) (← links)
• Time-varying correlation structure estimation and local-feature detection for spatio-temporal data (Q1795586) (← links)
• Spline estimator for ultra-high dimensional partially linear varying coefficient models (Q2000746) (← links)
• Semiparametric model for covariance regression analysis (Q2008100) (← links)
• The de-biased group Lasso estimation for varying coefficient models (Q2046473) (← links)
• Penalized kernel quantile regression for varying coefficient models (Q2059422) (← links)
• High-dimensional quantile varying-coefficient models with dimension reduction (Q2075035) (← links)
• Identification and estimation in quantile varying-coefficient models with unknown link function (Q2177722) (← links)
• Variable selection for fixed effects varying coefficient models (Q2256573) (← links)
• A double varying-coefficient modeling approach for analyzing longitudinal observations (Q2274194) (← links)
• Sparse high-dimensional varying coefficient model: nonasymptotic minimax study (Q2352741) (← links)
• Generalized varying coefficient partially linear measurement errors models (Q2397047) (← links)
• Variable selection and structure identification for varying coefficient Cox models (Q2404416) (← links)
• Feature screening in ultrahigh-dimensional varying-coefficient Cox model (Q2418519) (← links)
• Variable selection in Cox regression models with varying coefficients (Q2437864) (← links)
• SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part (Q2637602) (← links)
• Robust variable selection and parametric component identification in varying coefficient models (Q2817178) (← links)
• Partially linear structure selection in Cox models with varying coefficients (Q2846441) (← links)
• A unified variable selection approach for varying coefficient models (Q2883902) (← links)
• Variable selection in additive quantile regression using nonconcave penalty (Q2953973) (← links)
• SCAD-penalised generalised additive models with non-polynomial dimensionality (Q3145392) (← links)
• On varying-coefficient independence screening for high-dimensional varying-coefficient models (Q3195169) (← links)
• Globally consistent model selection in semi-parametric additive coefficient models (Q3455264) (← links)