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

DOI10.1080/03610918.2015.1069346MaRDI QIDQ5358352zbMATH OpenOpenAlexFDO

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

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)

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• Local Walsh-average regression for single index varying coefficient models
• 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

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