Robust structure identification and variable selection in partial linear varying coefficient models

DOI10.1016/j.jspi.2016.01.006zbMath1338.62098OpenAlexW2282275465MaRDI QIDQ274040

Lu Lin, Kang-Ning Wang

Publication date: 22 April 2016

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2016.01.006

zbMATH Keywords

selection consistencyoracle propertypartial linear varying coefficient modelsrobustness and efficiencythree kinds of selections

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Nonparametric robustness (62G35) Nonparametric estimation (62G05) General nonlinear regression (62J02)

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