Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression

DOI10.1080/10485252.2013.772179zbMath1297.62104MaRDI QIDQ5299893

Ri-quan Zhang, Weihua Zhao, Ji-cai Liu

Publication date: 24 June 2013

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2013.772179

zbMATH Keywords

variable selection; robust estimation; modal regression; oracle property; partially linear varying coefficient model; local polynomial

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G10: Nonparametric hypothesis testing

62G35: Nonparametric robustness

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