Robust variable selection in partially varying coefficient single-index model

DOI10.1016/j.jkss.2014.05.002zbMath1311.62063OpenAlexW2035548029MaRDI QIDQ2513789

Zhike Lv, Chao Deng, Huiming Zhu, Ke-ming Yu

Publication date: 29 January 2015

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: http://bura.brunel.ac.uk/handle/2438/11595

zbMATH Keywords

spline approximationvariable selectionmodal regressionoracle propertyscad

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35)

Related Items (6)

Time-consistent strategies for multi-period mean-variance portfolio optimization with the serially correlated returns ⋮ Rank-based estimation in varying coefficient partially functional linear regression models ⋮ Robust estimation for partial functional linear regression model based on modal regression ⋮ Unnamed Item ⋮ A robust and efficient estimation method for nonparametric models with jump points ⋮ Single-index partially functional linear regression model

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