Variable selection for varying coefficient models via kernel based regularized rank regression

DOI10.1007/s10255-020-0937-0zbMath1437.62269OpenAlexW3015912753MaRDI QIDQ1987596

Lu Lin, Kang-Ning Wang

Publication date: 15 April 2020

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-020-0937-0

zbMATH Keywords

rank regressionasymptotic relative efficiencyvariable selectionoracle propertyBIC-type criterion

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Statistical ranking and selection procedures (62F07)

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