Robust variable selection and parametric component identification in varying coefficient models
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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
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