SCAD-Penalized Regression in High-Dimensional Partially Linear Models
Summary. We consider the problem of simultaneous variable selection and estimation in partially linear models with a divergent number of covariates in the linear part, under the assumption that the vector of regression coefficients is sparse.
Huiliang Xie, Jian Huang
core
Variable selection for partially linear models via Bayesian subset modeling with diffusing prior. [PDF]
Wang J, Cai X, Li R.
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Nonparametric regression with discrete covariate and missing values
S. Chen, C. Tang
semanticscholar +1 more source
Multi-sample test based on bootstrap methods for second order stochastic dominance
Zhang, Jianling, Zhongzhan
semanticscholar +1 more source
Adaptive exact recovery in sparse nonparametric models. [PDF]
Stepanova N, Turcicova M.
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Learning from dependent observations
In most papers establishing consistency for learning algorithms it is assumed that the observations used for training are realizations of an i.i.d. process. In this paper we go far beyond this classical framework by showing that support vector machines (
Scovel, Clint +2 more
core
Integrative analysis of high-dimensional quantile regression with contrasted penalization. [PDF]
Ren P, Liu X, Zhang X, Zhan P, Qiu T.
europepmc +1 more source
Spatiotemporal Heterogeneity Learning: Generalized SpatioTemporal Semi-Varying Coefficient Models With Structure Identification. [PDF]
Gu Z, Li X, Wang G, Wang L.
europepmc +1 more source
Local polynomial regression for pooled response data. [PDF]
Wang D, Mou X, Li X, Huang X.
europepmc +1 more source
Local linear regression for functional predictor and scalar response
The aim of this work is to introduce a new nonparametric regression technique in the context of functional covariate and scalar response. We propose a local linear regression estimator and study its asymptotic behaviour.
Grané, Aurea, Baíllo, Amparo
core

