Efficient penalized estimating method in the partially varying-coefficient single-index model

DOI10.1016/j.jmva.2012.07.011zbMath1255.62056OpenAlexW2010532604MaRDI QIDQ1931862

Bingqing Lin, Zhen Pang, Fan Feng, Zhen-Sheng Huang

Publication date: 16 January 2013

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.07.011

zbMATH Keywords

least-squares methodSCADvarying-coefficient single-index modelreparametrization methodpenalized estimating equations

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear inference, regression (62J99) Monte Carlo methods (65C05)

Related Items (8)

Smooth-threshold estimating equations for varying coefficient partially nonlinear models based on orthogonality-projection method ⋮ Weighted bias-corrected restricted statistical inference for heteroscedastic semiparametric varying-coefficient errors-in-variables model ⋮ Variable selection in Cox regression models with varying coefficients ⋮ Beran-based approach for single-index models under censoring ⋮ Robust variable selection in partially varying coefficient single-index model ⋮ Empirical likelihood-based serial correlation testing in partially varying coefficient single-index models ⋮ Robust estimation and variable selection for varying-coefficient single-index models based on modal regression ⋮ Estimation for partially varying-coefficient single-index models with distorted measurement errors

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