Pages that link to "Item:Q4652913"
From MaRDI portal
The following pages link to Two-stage model selection procedures in partially linear regression (Q4652913):
Displaying 15 items.
- Asymptotic properties of lasso in high-dimensional partially linear models (Q294512) (← links)
- Variable selection in the partially linear errors-in-variables models for longitudinal data (Q692735) (← links)
- Automatic model selection for partially linear models (Q842929) (← links)
- Nonasymptotic analysis of semiparametric regression models with high-dimensional parametric coefficients (Q1687131) (← links)
- Generalized F-test for high dimensional regression coefficients of partially linear models (Q1697682) (← links)
- An RKHS-based approach to double-penalized regression in high-dimensional partially linear models (Q1795582) (← links)
- Remodeling and estimation for sparse partially linear regression models (Q1949496) (← links)
- A two-stage procedure for partially identified models (Q2451797) (← links)
- A sup-norm oracle inequality for a partially linear regression model (Q2676901) (← links)
- Partially linear model selection by the bootstrap (Q2810371) (← links)
- Variable selection for partially linear varying coefficient quantile regression model (Q2921510) (← links)
- Adaptive estimation with partially overlapping models (Q3465103) (← links)
- Test for high dimensional regression coefficients of partially linear models (Q5077482) (← links)
- Two-step variable selection in partially linear additive models with time series data (Q5084730) (← links)
- On selection of semiparametric spatial regression models (Q6541496) (← links)
