Variable selection in semiparametric regression modeling

DOI10.1214/009053607000000604zbMath1132.62027arXiv0803.1931OpenAlexW2045901075WikidataQ43225375 ScholiaQ43225375MaRDI QIDQ2477060

Hua Liang, Run-Ze Li

Publication date: 12 March 2008

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0803.1931

zbMATH Keywords

varying coefficient modelslocal linear regressionSCADnonconcave penalized likelihood

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

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Uses Software

• SemiPar

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