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

group LASSOmodel selectionnonparametric estimationrank pseudo-normsemi-parametric models

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

• A new approach to variable selection in least squares problems
• A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE
• Adaptive Varying-Coefficient Linear Models
• An Adaptive Estimation of Dimension Reduction Space
• Better Subset Regression Using the Nonnegative Garrote
• Bounded influence nonlinear signed-rank regression
• Functional index coefficient models with variable selection
• General local rank estimation for single-index varying coefficient models
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Least angle regression. (With discussion)
• Model detection and estimation for single-index varying coefficient model
• Model Selection and Estimation in Regression with Grouped Variables
• 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

Describes a project that uses

Uses Software

• R

This page was built for publication: Robust functional coefficient selection for the single-index varying coefficients regression model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5065282)