Model identification and selection for single-index varying-coefficient models

DOI10.1007/s10463-020-00757-0zbMath1469.62308OpenAlexW3034757436MaRDI QIDQ2042522

Fangjian Wang, Tingyu Zhu, Peng Lai, Qing-Zhao Zhang

Publication date: 20 July 2021

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-020-00757-0

zbMATH Keywords

variable selectiongroup Lassosingle-index varying-coefficient modelbody fat dataefficient estimating equation

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Statistical ranking and selection procedures (62F07)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Efficient estimation for the heteroscedastic single-index varying coefficient models
• Empirical likelihood for single-index varying-coefficient models
• Statistical methods with varying coefficient models
• Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model
• Statistical inference for a single-index varying-coefficient model
• Profile empirical-likelihood inferences for the single-index-coefficient regression model
• Variable selection and semiparametric efficient estimation for the heteroscedastic partially linear single-index model
• Additive varying-coefficient model for nonlinear gene-environment interactions
• Model detection and estimation for single-index varying coefficient model
• Asymptotic properties of bridge estimators in sparse high-dimensional regression models
• Variable selection using MM algorithms
• Variable selection in partly linear regression model with diverging dimensions for right censored data
• Unified LASSO Estimation by Least Squares Approximation
• Penalized Estimating Functions and Variable Selection in Semiparametric Regression Models
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Shrinkage Estimation of the Varying Coefficient Model