Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression

DOI10.1007/s10463-013-0410-4zbMath1281.62109MaRDI QIDQ2434140

Yazhao Lv, Weihua Zhao, Ri-quan Zhang, Ji-cai Liu

Publication date: 17 February 2014

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-013-0410-4

zbMATH Keywords

robustness; efficiency; B-splines; oracle property

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

65D07: Numerical computation using splines

62G35: Nonparametric robustness

62F10: Point estimation

65C05: Monte Carlo methods

62F07: Statistical ranking and selection procedures

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