A robust penalized estimation for identification in semiparametric additive models

DOI10.1016/j.spl.2015.10.002zbMath1334.62046OpenAlexW2136955930MaRDI QIDQ273751

Jing Yang, Hu Yang

Publication date: 22 April 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.10.002

zbMATH Keywords

robustnessB-splinemodal regressionSCAD penaltysemiparametric additive model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05)

Related Items

M-estimation and model identification based on double SCAD penalization

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