Consistent covariate selection and post model selection inference in semiparametric regression.

DOI10.1214/009053604000000247zbMath1092.62045arXivmath/0406465OpenAlexW3105990778MaRDI QIDQ1879925

Florentina Bunea

Publication date: 15 September 2004

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

Full work available at URL: https://arxiv.org/abs/math/0406465

zbMATH Keywords

semiparametric regressionoracle inequalitiespenalized least squaresconsistent covariate selectionpost model selection inference

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) General nonlinear regression (62J02)

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