Efficient model selection in semivarying coefficient models

DOI10.1214/12-EJS762zbMath1295.62044MaRDI QIDQ1950914

Hohsuk Noh, Ingrid Van Keilegom

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1357307948

zbMATH Keywords

Bayesian information criterionboundary problemvariable selectionlocal polynomial estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items (8)

A new variable selection approach for varying coefficient models ⋮ Robust structure identification and variable selection in partial linear varying coefficient models ⋮ Estimation in partial linear model with spline modal function ⋮ Robust adaptive model selection and estimation for partial linear varying coefficient models in rank regression ⋮ Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models ⋮ Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors ⋮ Robust adaptive estimation for semivarying coefficient models ⋮ Structural identification and variable selection in high-dimensional varying-coefficient models

Uses Software

• Matlab
• R

Cites Work

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• Local polynomial fitting in semivarying coefficient model
• Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
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• Quantile regression in partially linear varying coefficient models
• Statistical estimation in varying coefficient models
• Generalized likelihood ratio statistics and Wilks phenomenon
• An Asymptotic Characterization of Finite Degree U-statistics With Sample Size-Dependent Kernels: Applications to Nonparametric Estimators and Test Statistics
• Adaptive semi-varying coefficient model selection
• Efficient estimation for semivarying-coefficient models
• Bandwidth selection through cross-validation for semi-parametric varying-coefficient partially linear models
• EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
• Statistical Estimation in Generalized Multiparameter Likelihood Models
• Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements

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