Penalized profile least squares-based statistical inference for varying coefficient partially linear errors-in-variables models

DOI10.1007/S11425-016-9108-YzbMath1404.62037OpenAlexW2796541478WikidataQ129984713 ScholiaQ129984713MaRDI QIDQ1989897

Guo-Liang Fan, Han-Ying Liang, Li Xing Zhu

Publication date: 29 October 2018

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-016-9108-y

zbMATH Keywords

variable selectionpenalized likelihoodSCADvarying coefficient partially linear modeldiverging number of parameters

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (10)

Empirical likelihood and variable selection for partially linear single-index EV models with missing censoring indicators ⋮ Weighted bias-corrected restricted statistical inference for heteroscedastic semiparametric varying-coefficient errors-in-variables model ⋮ Statistical inference for varying-coefficient partially linear errors-in-variables models with missing data ⋮ Quantile regression of ultra-high dimensional partially linear varying-coefficient model with missing observations ⋮ Robust empirical likelihood inference for partially linear varying coefficient models with longitudinal data ⋮ Functional regression with dependent error and missing observation in reproducing kernel Hilbert spaces ⋮ Estimation in partially linear varying-coefficient errors-in-variables models with missing response variables ⋮ Statistical inference for the heteroscedastic partially linear varying-coefficient errors-in-variables model with missing censoring indicators ⋮ Averaged and integrated estimations of varying-coefficient regression models with dependent observations ⋮ Jackknifing for partially linear varying-coefficient errors-in-variables model with missing response at random

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