Pages that link to "Item:Q988006"

The following pages link to Variable selection in nonparametric additive models (Q988006):

Displaying 50 items.

• Selection by partitioning the solution paths (Q114375) (← links)
• Kernel Knockoffs Selection for Nonparametric Additive Models (Q115586) (← links)
• An introduction to recent advances in high/infinite dimensional statistics (Q268712) (← links)
• A robust penalized estimation for identification in semiparametric additive models (Q273751) (← links)
• Model-free sure screening via maximum correlation (Q276978) (← links)
• Local independence feature screening for nonparametric and semiparametric models by marginal empirical likelihood (Q282446) (← links)
• Confidence intervals for high-dimensional partially linear single-index models (Q290693) (← links)
• Robust estimation for varying index coefficient models (Q311320) (← links)
• Nonparametric regression with the scale depending on auxiliary variable (Q366996) (← links)
• Polynomial spline estimation for generalized varying coefficient partially linear models with a diverging number of components (Q378915) (← links)
• Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty (Q379954) (← links)
• Identification for semiparametric varying coefficient partially linear models (Q385083) (← links)
• Variable selection in high-dimensional quantile varying coefficient models (Q391871) (← links)
• Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models (Q391941) (← links)
• Simultaneous confidence bands for sequential autoregressive fitting (Q392061) (← links)
• Grouping strategies and thresholding for high dimensional linear models (Q394551) (← links)
• Variable selection in robust semiparametric modeling for longitudinal data (Q397215) (← links)
• Profiled adaptive elastic-net procedure for partially linear models with high-dimensional covar\-i\-ates (Q419271) (← links)
• Group coordinate descent algorithms for nonconvex penalized regression (Q425386) (← links)
• Semiparametric regression models with additive nonparametric components and high dimensional parametric components (Q435000) (← links)
• Parametric component detection and variable selection in varying-coefficient partially linear models (Q450863) (← links)
• Nonparametric significance testing and group variable selection (Q476217) (← links)
• High-dimensional Bayesian inference in nonparametric additive models (Q485930) (← links)
• Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions (Q507334) (← links)
• Robust estimation and variable selection in censored partially linear additive models (Q508109) (← links)
• Additive model selection (Q513754) (← links)
• Semi-varying coefficient models with a diverging number of components (Q548651) (← links)
• Oracle inequalities and optimal inference under group sparsity (Q651028) (← links)
• Semiparametric zero-inflated modeling in multi-ethnic study of atherosclerosis (MESA) (Q714376) (← links)
• Quantile index coefficient model with variable selection (Q730423) (← links)
• Quantile regression for dynamic partially linear varying coefficient time series models (Q746867) (← links)
• Efficient parameter estimation and variable selection in partial linear varying coefficient quantile regression model with longitudinal data (Q779677) (← links)
• Single-index partially functional linear regression model (Q779689) (← links)
• Statistical inference in sparse high-dimensional additive models (Q820814) (← links)
• Functional index coefficient models with variable selection (Q888320) (← links)
• Estimation and inference in generalized additive coefficient models for nonlinear interactions with high-dimensional covariates (Q888506) (← links)
• Functional additive regression (Q888512) (← links)
• Constrained polynomial spline estimation of monotone additive models (Q897622) (← links)
• Penalized likelihood and Bayesian function selection in regression models (Q1621251) (← links)
• Fast Bayesian model assessment for nonparametric additive regression (Q1621314) (← links)
• Monotone splines Lasso (Q1623607) (← links)
• Partially linear structure identification in generalized additive models with NP-dimensionality (Q1623710) (← links)
• Nonparametric independence screening via favored smoothing bandwidth (Q1643789) (← links)
• Estimation and hypothesis test on partial linear models with additive distortion measurement errors (Q1654265) (← links)
• Variable selection and parameter estimation with the Atan regularization method (Q1658121) (← links)
• Ultrahigh dimensional feature screening via projection (Q1658358) (← links)
• Structured variable selection via prior-induced hierarchical penalty functions (Q1659467) (← links)
• Regularized estimation for the least absolute relative error models with a diverging number of covariates (Q1659468) (← links)
• On dual model-free variable selection with two groups of variables (Q1661367) (← links)
• Sparse nonparametric model for the detection of impact points of a functional variable (Q1695406) (← links)