Robust spline-based variable selection in varying coefficient model

DOI10.1007/s00184-014-0491-yzbMath1333.62115OpenAlexW2065826548MaRDI QIDQ2256603

Bin Chen, Xianwu Wei, Zhaojun Wang, Long Feng, Changliang Zou

Publication date: 19 February 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-014-0491-y

zbMATH Keywords

rank regressionrobust model selectionrobust estimationoracle propertySCADpolynomial splineKLASSO

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)

Related Items (14)

Robust distributed estimation and variable selection for massive datasets via rank regression ⋮ Two-stage local rank estimation for generalised partially linear varying-coefficient models ⋮ Modified adaptive group lasso for high-dimensional varying coefficient models ⋮ Robust functional coefficient selection for the single-index varying coefficients regression model ⋮ Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters ⋮ Rank-based estimation in varying coefficient partially functional linear regression models ⋮ Estimation in partial linear model with spline modal function ⋮ Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models ⋮ Variable selection for varying coefficient models via kernel based regularized rank regression ⋮ Robust adaptive model selection and estimation for partial linear varying coefficient models in rank regression ⋮ Rank-based shrinkage estimation for identification in semiparametric additive models ⋮ Two-stage local Walsh average estimation of generalized varying coefficient models ⋮ Least product relative error estimation for identification in multiplicative additive models ⋮ Robust estimation for varying coefficient partially functional linear regression models based on exponential squared loss function

Uses Software

• wwcode

Cites Work

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