Identification for semiparametric varying coefficient partially linear models

DOI10.1016/J.SPL.2013.01.034zbMath1277.62098OpenAlexW2045761078MaRDI QIDQ385083

Lixin Song, Mingqiu Wang

Publication date: 29 November 2013

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

Full work available at URL: https://doi.org/10.1016/j.spl.2013.01.034

zbMATH Keywords

consistency\(B\)-splinegroup variable selectiongroup SCADSVCPLM

Mathematics Subject Classification ID

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

Related Items (7)

A robust penalized estimation for identification in semiparametric additive models ⋮ Modified adaptive group lasso for high-dimensional varying coefficient models ⋮ M-estimation and model identification based on double SCAD penalization ⋮ Structure identification for varying coefficient models with measurement errors based on kernel smoothing ⋮ Rank-based shrinkage estimation for identification in semiparametric additive models ⋮ Robust variable selection and parametric component identification in varying coefficient models ⋮ Least product relative error estimation for identification in multiplicative additive models

Cites Work

• Shrinkage estimation for identification of linear components in additive models
• Local polynomial fitting in semivarying coefficient model
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Variable selection in nonparametric additive models
• SCAD-penalized regression in high-dimensional partially linear models
• Additive regression and other nonparametric models
• Statistical estimation in varying coefficient models
• Efficient estimation of a semiparametric partially linear varying coefficient model
• Bridge Estimators in the Partially Linear Model with High Dimensionality
• Linear or Nonlinear? Automatic Structure Discovery for Partially Linear Models
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Efficient Estimation and Inferences for Varying-Coefficient Models
• A practical guide to splines.
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Identification for semiparametric varying coefficient partially linear models