Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models

DOI10.1214/15-AOS1356zbMath1327.62262arXiv1510.08683MaRDI QIDQ892254

Yuan Ke, Wenyang Zhang, Degui Li

Publication date: 18 November 2015

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.08683

zbMATH Keywords

sparsity; LASSO; SCAD; local maximum likelihood; ultra-high dimension; GSVCM; oracle estimation

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference