Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates

DOI10.1214/13-AOS1194zbMath1309.62077arXiv1405.6030OpenAlexW2064593219MaRDI QIDQ2249842

Hua Liang, Lan Xue, Annie Qu, Li Wang

Publication date: 3 July 2014

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

Full work available at URL: https://arxiv.org/abs/1405.6030

zbMATH Keywords

model selectionpolynomial splinespartial linear modelsgroup selectionselection consistencyoracle propertyquadratic inference functionSCADadditive model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

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