Model structure selection in single-index-coefficient regression models

DOI10.1016/j.jmva.2013.12.006zbMath1280.62039MaRDI QIDQ2637608

Zhen Pang, Zhen-Sheng Huang, Bingqing Lin, Quan Xi Shao

Publication date: 13 February 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.12.006

zbMATH Keywords

varying coefficient models; goodness-of-fit tests; variable selection; single-index models; penalized estimating equations; delete-one-component method; PEEs

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

65C05: Monte Carlo methods

Related Items

Quantile regression for single-index-coefficient regression models, Model detection and estimation for single-index varying coefficient model

Uses Software

• hgam

Cites Work

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