Variable selection for partially time-varying coefficient error-in-variables models

DOI10.1080/02331888.2015.1074233zbMath1360.62389OpenAlexW2285120095MaRDI QIDQ5739665

Hu Yang, Xiaochao Xia

Publication date: 19 July 2016

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2015.1074233

zbMATH Keywords

variable selectiontime-varying coefficient modelsoracle propertiesadditive measurement errorsprofile least squares method

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

Related Items (1)

Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters

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