Variable selection for generalized varying coefficient partially linear models with diverging number of parameters

DOI10.1007/s10255-011-0071-0zbMath1360.62183OpenAlexW2063677455MaRDI QIDQ511161

Yu-ze Yuan, Zheng Yan Lin

Publication date: 14 February 2017

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-011-0071-0

zbMATH Keywords

high dimensionalitybasis functiongeneralized linear modelvarying coefficientSCAD

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Generalized linear models (logistic models) (62J12)

Related Items (2)

Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression ⋮ Semiparametric variable selection for partially varying coefficient models with endogenous variables

Uses Software

• SemiPar

Cites Work

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• Efficient estimation of a semiparametric partially linear varying coefficient model
• Optimal global rates of convergence for nonparametric regression
• Nonparametric and semiparametric models.
• Variable selection in semiparametric regression modeling
• Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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