Model structure selection in single-index-coefficient regression models

DOI10.1016/j.jmva.2013.12.006zbMath1280.62039MaRDI QIDQ2637608

Quan Xi Shao, Bingqing Lin, Zhen Pang, Zhen-Sheng Huang

Publication date: 13 February 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.12.006

zbMATH Keywords

varying coefficient models; goodness-of-fit tests; variable selection; single-index models; penalized estimating equations; delete-one-component method; PEEs

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

65C05: Monte Carlo methods

Related Items

High-dimensional Varying Index Coefficient Quantile Regression Model, Efficient estimation and computation in generalized varying coefficient models with unknown link and variance functions for large-scale data, Quantile regression for single-index-coefficient regression models, Laplace error penalty-based M-type model detection for a class of high dimensional semiparametric models, Two step estimations for a single-index varying-coefficient model with longitudinal data, Robust MAVE for single-index varying-coefficient models, Model detection and estimation for single-index varying coefficient model

Uses Software

• hgam

Cites Work

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