Globally consistent model selection in semi-parametric additive coefficient models

DOI10.1080/10485252.2015.1083566MaRDI QIDQ3455264zbMATH OpenOpenAlexFDO

Authors Shuping Jiang, Lan Xue

Publication date 4 December 2015

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2015.1083566

zbMATH Keywords

group selectionoracle estimatorpolynomial splineSCADselection consistency

Mathematics Subject Classification ID

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

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Cites work

• A practical guide to splines.
• Additive regression and other nonparametric models
• Consistent model selection for marginal generalized additive model for correlated data
• Estimation of semi-parametric additive coefficient model
• scientific article; zbMATH DE number 47282 (Why is no real title available?)
• Lag selection in stochastic additive models
• Model Selection and Estimation in Regression with Grouped Variables
• One-step sparse estimates in nonconcave penalized likelihood models
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Simultaneous variable selection and estimation in semiparametric modeling of longitudinal/clustered data
• Smoothly clipped absolute deviation on high dimensions
• Spline-backfitted kernel smoothing of additive coefficient model
• Variable selection and estimation in high-dimensional varying-coefficient models
• Variable selection in nonparametric additive models
• Variable selection in nonparametric varying-coefficient models for analysis of repeated measurements
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Varying-coefficient models and basis function approximations for the analysis of repeated measurements

Cited in

(2)

• Global identification of the semiparametric Box-Cox model
• Robust variable selection for additive coefficient models

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