New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models

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DOI10.1214/10-AOS842zbMath1209.62074arXiv1103.1525WikidataQ42057937 ScholiaQ42057937MaRDI QIDQ2429932

Bo Kai, Hui Zou, Run-Ze Li

Publication date: 5 April 2011

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

Full work available at URL: https://arxiv.org/abs/1103.1525

zbMATH Keywords

asymptotic relative efficiency variable selection composite quantile regression oracle properties semiparametric varying-coefficient partially linear model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Monte Carlo methods (65C05)

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