Robust modal estimation and variable selection for single-index varying-coefficient models

DOI10.1080/03610918.2015.1069346zbMATH Open1373.62166OpenAlexW2537773642MaRDI QIDQ5358352FDOQ5358352

Authors: Jing Yang, Hu Yang 

Publication date: 20 September 2017

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2015.1069346

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zbMATH Keywords

variable selectionrobustnessoracle propertysingle-index varying-coefficient modellocal modal regression

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Cited In (11)

• A robust and efficient estimation method for single index models
• A robust and efficient estimation method for single-index varying-coefficient models
• Quantile regression and variable selection for single-index varying-coefficient models
• Robust estimation and variable selection for varying-coefficient single-index models based on modal regression
• Robust estimation for varying index coefficient models
• Model detection and variable selection for mode varying coefficient model
• A robust and efficient estimation and variable selection method for partially linear single-index models
• Local least product relative error estimation for single-index varying-coefficient multiplicative model with positive responses
• Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter
• Robust estimation and variable selection for varying-coefficient partially nonlinear models based on modal regression
• Local Walsh-average regression for single index varying coefficient models

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