27 citations · 29 across the 3 of their papers we have counts for
6 papers · 1 filter
BOLT-SSI: A Statistical Approach to Screening Interaction Effects for Ultra-High Dimensional Data
Min Zhou, Mingwei Dai, Yuan Yao +3
Detecting interaction effects among predictors on the response variable is a crucial step in various applications. In this paper, we first propose a simple method for sure screenin…
Fast Inference Procedures for Semivarying Coefficient Models via Local Averaging
Heng Peng, Chuanlong Xie, Jingxin Zhao
The semivarying coefficient models are widely used in the application of finance, economics, medical science and many other areas. The functional coefficients are commonly estimate…
Varying Coefficient Panel Data Model with Interactive Fixed Effects
Sanying Feng, Gaorong Li, Heng Peng +1
In this paper, we propose a varying coefficient panel data model with unobservable multiple interactive fixed effects that are correlated with the regressors. We approximate each c…
Model Selection for Gaussian Mixture Models
Tao Huang, Heng Peng, Kun Zhang
This paper is concerned with an important issue in finite mixture modelling, the selection of the number of mixing components. We propose a new penalized likelihood method for mode…
Nonconcave Penalized Spline
Heng Peng
Regression spline is a useful tool in nonparametric regression. However, finding the optimal knot locations is a known difficult problem. In this article, we introduce the Non-conc…
Component Selection in the Additive Regression Model
Xia Cui, Heng Peng, Songqiao Wen +1
Similar to variable selection in the linear regression model, selecting significant components in the popular additive regression model is of great interest. However, such componen…