Adaptive LASSO for varying-coefficient partially linear measurement error models

DOI10.1016/J.JSPI.2012.07.008zbMath1251.62014OpenAlexW2050895643MaRDI QIDQ715584

Alan T. K. Wan, Hai Ying Wang, Guo Hua Zou

Publication date: 30 October 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2012.07.008

zbMATH Keywords

model selectionoracle propertySCADsemi-parametric modelLARS

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (11)

Variable selection for partially varying coefficient model based on modal regression under high dimensional data ⋮ Online updating method to correct for measurement error in big data streams ⋮ Simultaneous variable selection and smoothing for high-dimensional function-on-scalar regression ⋮ Bias-corrected estimations in varying-coefficient partially nonlinear models with measurement error in the nonparametric part ⋮ Effective identification and estimation for the semiparametric measurement error model ⋮ Variable selection for partially time-varying coefficient error-in-variables models ⋮ Variable Selection for Semiparametric Varying Coefficient Partially Linear Errors-in-Variables (EV) Model with Missing Response ⋮ Variable selection for varying-coefficient models with the sparse regularization ⋮ Partial linear modelling with multi-functional covariates ⋮ Penalised empirical likelihood for semiparametric varying-coefficient partially linear errors-in-variables models ⋮ The focused information criterion for varying-coefficient partially linear measurement error models

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