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

DOI10.1080/00949655.2020.1867548OpenAlexW3125661439MaRDI QIDQ5065282FDOQ5065282

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

• The elements of statistical learning. Data mining, inference, and prediction
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• Title not available (Why is that?)
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• Better Subset Regression Using the Nonnegative Garrote
• A new approach to variable selection in least squares problems
• Shrinkage estimation of the varying coefficient model
• Adaptive Varying-Coefficient Linear Models
• Model detection and estimation for single-index varying coefficient model
• Bounded influence nonlinear signed-rank regression
• A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE
• Single‐index varying coefficient model for functional responses
• Robust spline-based variable selection in varying coefficient model
• Functional index coefficient models with variable selection
• Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model
• General local rank estimation for single-index varying coefficient models

Uses Software

• R

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