Variable selection for varying coefficient models with measurement errors

DOI10.1007/s00184-010-0300-1zbMath1230.62060OpenAlexW1990399122MaRDI QIDQ641766

Liu Gen Xue, Pei Xin Zhao

Publication date: 25 October 2011

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-010-0300-1

zbMATH Keywords

variable selectionmeasurement errors

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Related Items (8)

Modified SEE variable selection for varying coefficient instrumental variable models ⋮ Adaptive jump-preserving estimates in varying-coefficient models ⋮ Variable selection for longitudinal varying coefficient errors-in-variables models ⋮ Structure identification for varying coefficient models with measurement errors based on kernel smoothing ⋮ Efficient estimation of varying coefficient models with serially correlated errors ⋮ Quickly variable selection for varying coefficient models with missing response at random ⋮ Variable selection for fixed effects varying coefficient models ⋮ Estimation of the mean of the partially linear single-index errors-in-variables model with missing response variables

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