Dimensionality Reduction and Variable Selection in Multivariate Varying-Coefficient Models With a Large Number of Covariates

Journal of the American Statistical Association ◽

10.1080/01621459.2017.1285774 ◽

2018 ◽

Vol 113 (522) ◽

pp. 746-754 ◽

Author(s):

Kejun He ◽

Heng Lian ◽

Shujie Ma ◽

Jianhua Z. Huang

Keyword(s):

Variable Selection ◽

Dimensionality Reduction ◽

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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Polynomial spline approach for variable selection and estimation in varying coefficient models for time series data

Statistics & Probability Letters ◽

10.1016/j.spl.2014.09.008 ◽

2015 ◽

Vol 96 ◽

pp. 21-27

Author(s):

Peng Lai ◽

Jie Meng ◽

Heng Lian

Keyword(s):

Time Series ◽

Variable Selection ◽

Time Series Data ◽

Polynomial Spline ◽

Series Data ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

Variable Selection And Estimation

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Quantile regression for robust estimation and variable selection in partially linear varying-coefficient models

10.1080/02331888.2017.1314482 ◽

2017 ◽

Vol 51 (6) ◽

pp. 1179-1199 ◽

Author(s):

Jing Yang ◽

Fang Lu ◽

Hu Yang

Keyword(s):

Variable Selection ◽

Quantile Regression ◽

Robust Estimation ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

Partially Linear

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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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Simultaneous variable selection and structural identification for time‐varying coefficient models

Journal of Time Series Analysis ◽

10.1111/jtsa.12626 ◽

2021 ◽

Author(s):

Ngai Hang Chan ◽

Linhao Gao ◽

Wilfredo Palma

Keyword(s):

Variable Selection ◽

Structural Identification ◽

Varying Coefficient Models ◽

Time Varying ◽

Varying Coefficient

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Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data

Statistical Papers ◽

10.1007/s00362-017-0890-z ◽

2017 ◽

Vol 60 (5) ◽

pp. 1649-1676 ◽

Author(s):

Kangning Wang ◽

Lu Lin

Keyword(s):

Variable Selection ◽

Longitudinal Data ◽

Structure Identification ◽

Varying Coefficient Models ◽

Model Structure ◽

Efficient Estimator ◽

Varying Coefficient ◽

Partial Linear ◽

Simultaneous Model

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A new variable selection approach for varying coefficient models

Metrika ◽

10.1007/s00184-015-0543-y ◽

2015 ◽

Vol 79 (1) ◽

pp. 59-72 ◽

Author(s):

Xue-Jun Ma ◽

Jing-Xiao Zhang

Keyword(s):

Variable Selection ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

Selection Approach

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Robust structure identification and variable selection in partial linear varying coefficient models

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2016.01.006 ◽

2016 ◽

Vol 174 ◽

pp. 153-168 ◽

Author(s):

Kangning Wang ◽

Lu Lin

Keyword(s):

Variable Selection ◽

Structure Identification ◽

Varying Coefficient Models ◽

Varying Coefficient ◽

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Variable selection in quantile varying coefficient models with longitudinal data

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2012.07.015 ◽

2013 ◽

Vol 57 (1) ◽

pp. 435-449 ◽

Author(s):

Yanlin Tang ◽

Huixia Judy Wang ◽

Zhongyi Zhu

Keyword(s):

Variable Selection ◽

Longitudinal Data ◽

Varying Coefficient Models ◽

Varying Coefficient

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