Efficient model selection in semivarying coefficient models
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Publication:1950914
DOI10.1214/12-EJS762zbMath1295.62044MaRDI QIDQ1950914
Hohsuk Noh, Ingrid Van Keilegom
Publication date: 28 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1357307948
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)
Related Items (8)
A new variable selection approach for varying coefficient models ⋮ Robust structure identification and variable selection in partial linear varying coefficient models ⋮ Estimation in partial linear model with spline modal function ⋮ Robust adaptive model selection and estimation for partial linear varying coefficient models in rank regression ⋮ Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models ⋮ Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors ⋮ Robust adaptive estimation for semivarying coefficient models ⋮ Structural identification and variable selection in high-dimensional varying-coefficient models
Uses Software
Cites Work
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