Variable selection in high-dimensional quantile varying coefficient models

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2013.07.015 ◽

2013 ◽

Vol 122 ◽

pp. 115-132 ◽

Author(s):

Yanlin Tang ◽

Xinyuan Song ◽

Huixia Judy Wang ◽

Zhongyi Zhu

Keyword(s):

Variable Selection ◽

High Dimensional ◽

Varying Coefficient Models ◽

Varying Coefficient

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Concave group methods for variable selection and estimation in high-dimensional varying coefficient models

Science China Mathematics ◽

10.1007/s11425-014-4842-y ◽

2014 ◽

Vol 57 (10) ◽

pp. 2073-2090 ◽

Author(s):

GuangRen Yang ◽

Jian Huang ◽

Yong Zhou

Keyword(s):

Variable Selection ◽

High Dimensional ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

Group Methods ◽

Variable Selection And Estimation

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Variable selection for high-dimensional generalized varying-coefficient models

Statistica Sinica ◽

10.5705/ss.2010.308 ◽

2012 ◽

Author(s):

Heng Lian

Keyword(s):

Variable Selection ◽

High Dimensional ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

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Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression

Statistical Papers ◽

10.1007/s00362-015-0736-5 ◽

2015 ◽

Vol 58 (4) ◽

pp. 1009-1033 ◽

Author(s):

Chaohui Guo ◽

Hu Yang ◽

Jing Lv

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

High Dimensional ◽

Varying Coefficient Models ◽

Composite Quantile Regression ◽

Varying Coefficient

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Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2015.06.011 ◽

2015 ◽

Vol 141 ◽

pp. 81-103 ◽

Author(s):

Heng Lian ◽

Jie Meng ◽

Kaifeng Zhao

Keyword(s):

Variable Selection ◽

Constant Coefficient ◽

High Dimensional ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

Coefficient Identification

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Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models

Japanese Journal of Statistics and Data Science ◽

10.1007/s42081-020-00090-z ◽

2020 ◽

Author(s):

Toshio Honda ◽

Chien-Tong Lin

Keyword(s):

Variable Selection ◽

High Dimensional ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

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Forward Variable Selection for Sparse Ultra-High Dimensional Varying Coefficient Models

Journal of the American Statistical Association ◽

10.1080/01621459.2015.1080708 ◽

2016 ◽

Vol 111 (515) ◽

pp. 1209-1221 ◽

Author(s):

Ming-Yen Cheng ◽

Toshio Honda ◽

Jin-Ting Zhang

Keyword(s):

Variable Selection ◽

High Dimensional ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

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Variable selection and estimation in high-dimensional varying-coefficient models

Statistica Sinica ◽

10.5705/ss.2009.316 ◽

2011 ◽

Vol 21 (4) ◽

Author(s):

Fengrong Wei ◽

Jian Huang ◽

Hongzhe Li

Keyword(s):

Variable Selection ◽

High Dimensional ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

Variable Selection And Estimation

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Structural identification and variable selection in high-dimensional varying-coefficient models

Journal of Nonparametric Statistics ◽

10.1080/10485252.2017.1303057 ◽

2017 ◽

Vol 29 (2) ◽

pp. 258-279 ◽

Author(s):

Yuping Chen ◽

Yang Bai ◽

Wingkam Fung

Keyword(s):

Variable Selection ◽

Structural Identification ◽

High Dimensional ◽

Varying Coefficient Models ◽

Varying Coefficient

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Automatic variable selection for varying coefficient models with longitudinal data

Statistics & Probability Letters ◽

10.1016/j.spl.2016.07.012 ◽

2016 ◽

Vol 119 ◽

pp. 84-90 ◽

Author(s):

Ruiqin Tian ◽

Liugen Xue ◽

Dengke Xu

Keyword(s):

Variable Selection ◽

Longitudinal Data ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

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Quickly variable selection for varying coefficient models with missing response at random

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2014.922989 ◽

2018 ◽

Vol 47 (10) ◽

pp. 2327-2336

Author(s):

Jian Wu ◽

Liugen Xue ◽

Peixin Zhao

Keyword(s):

Variable Selection ◽

Varying Coefficient Models ◽

Missing Response ◽

Varying Coefficient ◽

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