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Journal of the American Statistical Association, ISSN 0162-1459, 04/2019, Volume 114, Issue 526, pp. 882 - 892
In the last decade, significant theoretical advances have been made in the area of frequentist model averaging (FMA); however, the majority of this work has... 
Asymptotic optimality | Varying-coefficient partially linear model | Mallows criterion | Model averaging | Heteroscedasticity | FOCUSED INFORMATION CRITERIA | STATISTICS & PROBABILITY | QUANTILE REGRESSION | EFFICIENT ESTIMATION | SELECTION | INFERENCE | Computer simulation | Data analysis | Criteria
Journal Article
Journal Article
The Annals of Statistics, ISSN 0090-5364, 2/2016, Volume 44, Issue 1, pp. 288 - 317
Journal Article
Statistics, ISSN 0233-1888, 07/2016, Volume 50, Issue 4, pp. 717 - 732
In this paper, we introduce a new partially functional linear varying coefficient model, where the response is a scalar and some of the covariates are... 
functional principal components | mean squared prediction error | bootstrap | convergence rate | partially functional linear varying coefficient model | REGRESSION | ESTIMATORS | STATISTICS & PROBABILITY | LIKELIHOOD | PREDICTION
Journal Article
Statistical Papers, ISSN 0932-5026, 09/2016, Volume 57, Issue 3, pp. 827 - 841
Journal Article
Communications in Statistics - Theory and Methods, ISSN 0361-0926, 08/2018, Volume 47, Issue 16, pp. 3987 - 4005
Journal Article
Computational Statistics and Data Analysis, ISSN 0167-9473, 01/2018, Volume 117, pp. 1 - 18
Journal Article
Economic Modelling, ISSN 0264-9993, 08/2017, Volume 64, pp. 553 - 559
This paper proposes a semiparametric partially linear varying coefficient spatial autoregressive model, which is a generalization of standard spatial... 
Partially linear varying coefficient model | Profile quasi-maximum likelihood approach | Generalized likelihood ratio test | Spatial autoregressive models | Local linear method | ECONOMICS
Journal Article
Communications in Statistics - Theory and Methods, ISSN 0361-0926, 10/2019, Volume 48, Issue 20, pp. 5121 - 5137
In this article, we focus on the variable selection for semiparametric varying coefficient partially linear model with response missing at random. Variable... 
62G05 | modal regression | 62G08 | Semiparametric varying coefficient partially linear model | variable selection | missing data | ROBUST ESTIMATION | STATISTICS & PROBABILITY | EFFICIENT ESTIMATION | INFERENCE | LIKELIHOOD | Missing data | Parameter estimation | Regression models | Algorithms | Computer simulation | Asymptotic properties | Normality | Reptiles & amphibians
Journal Article
Communications in Statistics - Simulation and Computation, ISSN 0361-0918, 08/2017, Volume 46, Issue 7, pp. 5646 - 5665
Based on B-spline basis functions and smoothly clipped absolute deviation (SCAD) penalty, we present a new estimation and variable selection procedure based on... 
Oracle property | Robust estimation | Secondary 62G08 | B-spline | Modal regression | Primary 62G10 | Partially linear additive models | EFFICIENT ESTIMATION METHOD | VARYING COEFFICIENT MODEL | ROBUST | STATISTICS & PROBABILITY | Data analysis | Basis functions | Kernel functions | Computer simulation | Outliers (statistics) | Regression analysis | Regularization
Journal Article
Journal of Computational and Applied Mathematics, ISSN 0377-0427, 09/2017, Volume 321, pp. 406 - 415
This paper studies the estimation for a class of partially linear models with longitudinal data. By combining quadratic inference functions with QR... 
Longitudinal data | Partially linear model | Orthogonality estimation | QR decomposition | MATHEMATICS, APPLIED | GENERALIZED ESTIMATING EQUATIONS | VARYING-COEFFICIENT MODELS | QUADRATIC INFERENCE FUNCTIONS | SEMIPARAMETRIC REGRESSION
Journal Article
by Li, B and Liang, BS and Tong, XW and Sun, JG
STATISTICA SINICA, ISSN 1017-0405, 10/2019, Volume 29, Issue 4, pp. 1963 - 1975
Failure time data occur in many fields and in various forms and, as a result, have been studied extensively by researchers. To handle such data, many... 
smoothing partial rank | varying coefficients | transform model | STATISTICS & PROBABILITY | weighted bootstrap | SEMIPARAMETRIC ANALYSIS | B-splines
Journal Article
Communications in Statistics - Theory and Methods, ISSN 0361-0926, 08/2017, Volume 46, Issue 15, pp. 7703 - 7716
Varying-coefficient partially linear models provide a useful tools for modeling of covariate effects on the response variable in regression. One key question... 
62J05 | 62G08 | coordinate descent algorithm | varying-coefficient partially linear models | 62G20 | group MCP | B-spline | REGRESSION | LASSO | SPLINE ESTIMATION | STATISTICS & PROBABILITY | LONGITUDINAL DATA | INFERENCE | VARIABLE SELECTION | Hogs | Profile method (forecasting) | Minimax technique | Computer simulation | Work environment | Job satisfaction | Normality | Coefficients
Journal Article
by Qi, X and Yu, ZX
JOURNAL OF INEQUALITIES AND APPLICATIONS, ISSN 1029-242X, 01/2020, Volume 2020, Issue 1, pp. 1 - 11
In this paper, we estimate the mean of the partially linear single-index errors-in-variables model with missing response variables. The linear covariate is... 
MATHEMATICS | MATHEMATICS, APPLIED | Asymptotic normality | Missing response | VARYING-COEFFICIENT MODELS | EMPIRICAL LIKELIHOOD | Partially linear single-index model | Error analysis | Computer simulation | Asymptotic properties | Asymptotic methods | Estimators
Journal Article
Communications in Statistics - Theory and Methods, ISSN 0361-0926, 11/2019, Volume 48, Issue 21, pp. 5322 - 5335
In this article, a new composite quantile regression estimation (CQR) approach is proposed for partially linear varying coefficient models (PLVCM) under... 
B-spline | Partially linear varying coefficient | composite quantile regression | STATISTICS & PROBABILITY | EMPIRICAL LIKELIHOOD | EFFICIENT ESTIMATION | VARIABLE SELECTION | Economic models | Regression models | Regression analysis | Normality | Computer simulation
Journal Article
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