Penalized relative error estimation of functional multiplicative regression models with locally sparse properties

DOI10.1007/s42952-021-00153-1zbMath1496.62118OpenAlexW4200276283MaRDI QIDQ2089018

Ruiya Fan, Shuguang Zhang, Yao-hua Wu

Publication date: 6 October 2022

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42952-021-00153-1

zbMATH Keywords

variable selectionfunctional multiplicative regression modelfunctional relative errors

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Asymptotic properties of nonparametric inference (62G20) Functional data analysis (62R10)

Uses Software

• fda (R)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Statistics for high-dimensional data. Methods, theory and applications.
• Functional linear regression that's interpretable
• Least product relative error estimation
• Regularized estimation for the least absolute relative error models with a diverging number of covariates
• Estimation and empirical likelihood for single-index multiplicative models
• Penalized relative error estimation of a partially functional linear multiplicative model
• Local Walsh-average-based estimation and variable selection for single-index models
• Functional data analysis in the Banach space of continuous functions
• Functional data analysis.
• Least absolute relative error estimation for functional quadratic multiplicative model
• FLCRM: Functional linear cox regression model
• Functional sparsity: global versus local
• Unified LASSO Estimation by Least Squares Approximation
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Regression Shrinkage and Selection via The Lasso: A Retrospective
• Jackknife Empirical Likelihood Test for Equality of Two High Dimensional Means
• Least Absolute Relative Error Estimation
• An Overview on Variable Selection for Survival Analysis
• A practical guide to splines.

This page was built for publication: Penalized relative error estimation of functional multiplicative regression models with locally sparse properties