Robust functional coefficient selection for the single-index varying coefficients regression model

DOI10.1080/00949655.2020.1867548MaRDI QIDQ5065282zbMATH OpenOpenAlexFDO

Authors

Publication date 18 March 2022

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2020.1867548

zbMATH Keywords

model selectionnonparametric estimationsemi-parametric modelsgroup LASSOrank pseudo-norm

Mathematics Subject Classification ID

Statistics (62-XX) Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

Cites work

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
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• Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model
• Robust spline-based variable selection in varying coefficient model
• Shrinkage estimation of the varying coefficient model
• Single‐index varying coefficient model for functional responses
• The Adaptive Lasso and Its Oracle Properties
• The elements of statistical learning. Data mining, inference, and prediction
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Uses Software

• R

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