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~person:"Lian, Heng"
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Bayesian information criterion (BIC)
3
Cross-validation
3
SCAD penalty
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Akaike information criterion (AIC)
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SCAD
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Autoregressive models
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B-spline basis
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BIC
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Bayesian information criterion
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Extended Bayesian information criterion (EBIC)
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Quantile regression
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Lian, Heng
Bai, Jushan
5
Härdle, Wolfgang Karl
5
Ando, Tomohiro
4
Honda, Toshio
4
Li, Xinjue
4
Leeb, Hannes
3
Li, Jianbo
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Liu, Guannan
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You, Jinhong
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Zbonakova, Lenka
3
Cai, Zongwu
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Chen, Bin
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Gu, Minggao
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Hafner, Christian M.
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Hu, Yuao
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Härdle, Wolfgang
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Long, Wei
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Pötscher, Benedikt M.
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Daowen Zhang
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Das, Ujjwal
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Dennis Boos
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Du, Pang
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Statistics & Probability Letters
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Journal of Multivariate Analysis
1
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RePEc
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1
Polynomial spline approach for variable selection and estimation in varying coefficient models for time series data
Lai, Peng
;
Meng, Jie
;
Lian, Heng
- In:
Statistics & Probability Letters
96
(
2015
)
C
,
pp. 21-27
We propose the penalized estimator with the smoothly clipped absolute deviation (
SCAD
) penalty for varying coefficient …
Persistent link: https://www.econbiz.de/10011115968
Saved in:
2
SCAD
-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part
Lian, Heng
;
Li, Jianbo
;
Tang, Xingyu
- In:
Journal of Multivariate Analysis
125
(
2014
)
C
,
pp. 50-64
assumption, we apply the smoothly clipped absolute deviation (
SCAD
) penalty to select the significant covariates in the linear …
Persistent link: https://www.econbiz.de/10010743754
Saved in:
3
Variable selection for high-dimensional varying coefficient partially linear models via nonconcave penalty
Hong, Zhaoping
;
Hu, Yuao
;
Lian, Heng
- In:
Metrika
76
(
2013
)
7
,
pp. 887-908
asymptotic normality of the linear coefficients, and further present the oracle property of the
SCAD
-penalized estimator which …
Persistent link: https://www.econbiz.de/10010995167
Saved in:
4
Variable selection in a partially linear proportional hazards model with a diverging dimensionality
Hu, Yuao
;
Lian, Heng
- In:
Statistics & Probability Letters
83
(
2013
)
1
,
pp. 61-69
deviation (
SCAD
) penalty to select the significant covariates in the linear part. Some simulations and a real data set are …
Persistent link: https://www.econbiz.de/10010593895
Saved in:
5
A note on the consistency of Schwarz’s criterion in linear quantile regression with the
SCAD
penalty
Lian, Heng
- In:
Statistics & Probability Letters
82
(
2012
)
7
,
pp. 1224-1228
variable selection, we also show that Schwarz’s criterion consistently selects the true model combined with the
SCAD
…
Persistent link: https://www.econbiz.de/10010576153
Saved in:
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