Remodeling and estimation for sparse partially linear regression models
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Publication:1949496
DOI10.1155/2013/687151zbMath1477.62180OpenAlexW2051420379WikidataQ58916616 ScholiaQ58916616MaRDI QIDQ1949496
Xiuli Wang, Lu Lin, Yunhui Zeng
Publication date: 8 May 2013
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2013/687151
Cites Work
- The Adaptive Lasso and Its Oracle Properties
- Consistent inference for biased sub-model of high-dimensional partially linear model
- Variable selection for semiparametric varying coefficient partially linear models
- Optimal global rates of convergence for nonparametric regression
- High dimensional sparse covariance estimation via directed acyclic graphs
- Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
- Adaptive Thresholding for Sparse Covariance Matrix Estimation
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
- Inference After Model Selection
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