Robust variable selection in partially varying coefficient single-index model

DOI10.1016/j.jkss.2014.05.002zbMath1311.62063MaRDI 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 approximation; variable selection; modal regression; oracle property; scad

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G35: Nonparametric robustness

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