Parametric component detection and variable selection in varying-coefficient partially linear models

DOI10.1016/J.JMVA.2012.05.006zbMATH Open1273.62093OpenAlexW2028369346MaRDI QIDQ450863FDOQ450863

Authors: Dewei Wang, K. B. Kulasekera 

Publication date: 26 September 2012

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.05.006

Recommendations

• Variable selection for semiparametric varying coefficient partially linear models
• Automatic structure discovery for varying-coefficient partially linear models
• Variable selection for generalized varying coefficient partially linear models with diverging number of parameters
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• Model detection and variable selection for varying coefficient models with longitudinal data

zbMATH Keywords

variable selectionoracle propertyadaptive LASSOparametric component detectionvarying-coefficient partially linear model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Statistical ranking and selection procedures (62F07) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• The Adaptive Lasso and Its Oracle Properties
• Least angle regression. (With discussion)
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• One-step sparse estimates in nonconcave penalized likelihood models
• Title not available (Why is that?)
• Title not available (Why is that?)
• Model Selection and Estimation in Regression with Grouped Variables
• Asymptotics for Lasso-type estimators.
• Generalized likelihood ratio statistics and Wilks phenomenon
• Title not available (Why is that?)
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• Statistical estimation in varying coefficient models
• Variable selection in semiparametric regression modeling
• Better Subset Regression Using the Nonnegative Garrote
• Efficient Estimation and Inferences for Varying-Coefficient Models
• Shrinkage estimation of the varying coefficient model
• Component selection and smoothing in multivariate nonparametric regression
• Variable selection in nonparametric additive models
• Simultaneous confidence bands and hypothesis testing in varying-coefficient models
• Weak and strong uniform consistency of kernel regression estimates
• Local polynomial fitting in semivarying coefficient model
• Title not available (Why is that?)
• Maximal spacings in several dimensions

Cited In (15)

• Structure identification for varying coefficient models with measurement errors based on kernel smoothing
• Automatic structure discovery for varying-coefficient partially linear models
• Variable selection in high-dimensional linear model with possibly asymmetric errors
• Time-varying additive model with autoregressive errors for locally stationary time series
• Model detection and variable selection for varying coefficient models with longitudinal data
• Local linear smoothing for sparse high dimensional varying coefficient models
• Automatic variable selection for semiparametric spatial autoregressive model
• Sparse Learning and Structure Identification for Ultrahigh-Dimensional Image-on-Scalar Regression
• Model detection and estimation for single-index varying coefficient model
• Consistent model identification of varying coefficient quantile regression with BIC tuning parameter selection
• Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors
• Penalized kernel quantile regression for varying coefficient models
• Model detection and estimation for varying coefficient panel data models with fixed effects
• Robust check loss-based inference of semiparametric models and its application in environmental data
• Robust variable selection and parametric component identification in varying coefficient models

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