Two-stage model selection procedures in partially linear regression

DOI10.2307/3315936zbMATH Open1063.62052OpenAlexW2071351147MaRDI QIDQ4652913FDOQ4652913

Florentina Bunea, Marten H. Wegkamp

Publication date: 28 February 2005

Published in: The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315936

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zbMATH Keywords

oracle inequalityadaptive minimax estimationconsistent covariate selection

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Linear inference, regression (62J99)

Cites Work

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• On the choice of a model to fit data from an exponential family
• Model selection in nonparametric regression
• Model selection for regression on a fixed design
• Minimum contrast estimators on sieves: Exponential bounds and rates of convergence
• Convergence rates for partially splined models
• Consistent covariate selection and post model selection inference in semiparametric regression.
• Model selection for regression on a random design
• Selection of the splined variables and convergence rates in a partial spline model

Cited In (11)

• Partially linear model selection by the bootstrap
• Two-step variable selection in partially linear additive models with time series data
• Asymptotic properties of lasso in high-dimensional partially linear models
• Test for high dimensional regression coefficients of partially linear models
• An RKHS-based approach to double-penalized regression in high-dimensional partially linear models
• Variable selection in the partially linear errors-in-variables models for longitudinal data
• Two-step cross-validation selection method for partially linear models
• Generalized F-test for high dimensional regression coefficients of partially linear models
• On selection of semiparametric spatial regression models
• Variable selection for partially linear varying coefficient quantile regression model
• Automatic model selection for partially linear models

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