Robust structure identification and variable selection in partial linear varying coefficient models

DOI10.1016/J.JSPI.2016.01.006MaRDI QIDQ274040zbMATH OpenOpenAlexFDO

Authors Lu Lin, Kangning Wang

Publication date 22 April 2016

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2016.01.006

zbMATH Keywords

oracle propertypartial linear varying coefficient modelsrobustness and efficiencyselection consistencythree kinds of selections

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Nonparametric robustness (62G35) General nonlinear regression (62J02)

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Cited in

(36)

• Variable selection for varying coefficient models via kernel based regularized rank regression
• Robust and efficient estimator for simultaneous model structure identification and variable selection in generalized partial linear varying coefficient models with longitudinal data
• Penalized kernel quantile regression for varying coefficient models
• Robust distributed modal regression for massive data
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• Robust variable selection and parametric component identification in varying coefficient models
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• Estimation in partial linear model with spline modal function
• Linear regression models with general distortion measurement errors
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