Efficient model selection in semivarying coefficient models

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

zbMATH Keywords

Bayesian information criterion; boundary problem; variable selection; local polynomial estimator

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

Related Items

Estimation in partial linear model with spline modal function, Structural identification and variable selection in high-dimensional varying-coefficient models, A new variable selection approach for varying coefficient models, Robust structure identification and variable selection in partial linear varying coefficient models, 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, Robust adaptive estimation for semivarying coefficient models, Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors

Uses Software

• Matlab
• R

Cites Work

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