Robust estimation and variable selection in censored partially linear additive models

DOI10.1016/j.jkss.2016.07.002zbMath1357.62176OpenAlexW2497916549MaRDI QIDQ508109

Hu Yang, Xiaochao Xia, Huilan Liu

Publication date: 9 February 2017

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

Full work available at URL: https://doi.org/10.1016/j.jkss.2016.07.002

zbMATH Keywords

spline approximationcensored datavariable selectioncomposite quantile regressionpartially linear additive model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Censored data models (62N01) Estimation in survival analysis and censored data (62N02)

Related Items

Shrinkage estimation for identification of linear components in composite quantile additive models ⋮ Unnamed Item ⋮ Weighted composite quantile regression for single index model with missing covariates at random ⋮ Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters ⋮ A robust spline approach in partially linear additive models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The Adaptive Lasso and Its Oracle Properties
• Weighted composite quantile estimation and variable selection method for censored regression model
• Variable selection and coefficient estimation via composite quantile regression with randomly censored data
• Group selection in high-dimensional partially linear additive models
• Composite quantile regression and the oracle model selection theory
• Sparse estimation and inference for censored median regression
• Variable selection in nonparametric additive models
• SCAD-penalized regression in high-dimensional partially linear models
• Optimal rates of convergence for nonparametric estimators
• Efficient estimation of the partly linear additive Cox model
• Modeling survival data: extending the Cox model
• Variable selection in high-dimensional partially linear additive models for composite quantile regression
• Limiting distributions for \(L_1\) regression estimators under general conditions
• Variable selection in a partially linear proportional hazards model with a diverging dimensionality
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part
• Variable selection in partly linear regression model with diverging dimensions for right censored data
• Median Regression with Censored Cost Data
• Additive partial linear models with measurement errors
• Regression Quantiles
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Censored Median Regression Using Weighted Empirical Survival and Hazard Functions
• Survival Analysis with Median Regression Models
• Model Selection via Bayesian Information Criterion for Quantile Regression Models
• Shrinkage Estimation of the Varying Coefficient Model
• Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Estimation and variable selection for semiparametric additive partial linear models

This page was built for publication: Robust estimation and variable selection in censored partially linear additive models