Robust variable selection and parametric component identification in varying coefficient models
From MaRDI portal
Publication:2817178
DOI10.1080/03610926.2014.948199zbMath1346.62064MaRDI QIDQ2817178
Publication date: 29 August 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2014.948199
B-spline; SCAD; group variable selection; rank-based analysis; separation of varying and constant effects
62G20: Asymptotic properties of nonparametric inference
62G35: Nonparametric robustness
62G05: Nonparametric estimation
Related Items
Rank-based estimation in varying coefficient partially functional linear regression models, Estimation in partial linear model with spline modal function, Partial correlation screening for varying coefficient models
Cites Work
- Model-Free Feature Screening for Ultrahigh-Dimensional Data
- Sure independence screening in generalized linear models with NP-dimensionality
- Identification for semiparametric varying coefficient partially linear models
- Local polynomial fitting in semivarying coefficient model
- Profile likelihood inferences on semiparametric varying-coefficient partially linear models
- Quantile regression with varying coefficients
- A unified variable selection approach for varying coefficient models
- Weighted Wilcoxon‐Type Smoothly Clipped Absolute Deviation Method
- Estimating Regression Coefficients by Minimizing the Dispersion of the Residuals
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Feature Screening via Distance Correlation Learning
- Shrinkage Estimation of the Varying Coefficient Model
- Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
- A practical guide to splines.
- Unnamed Item
