Robust estimation and variable selection for varying-coefficient single-index models based on modal regression

DOI10.1080/03610926.2014.915043zbMath1346.62063OpenAlexW2401649869MaRDI QIDQ2816857

Hu Yang, Jing Lv, Chaohui Guo

Publication date: 26 August 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.915043

zbMATH Keywords

B-splinerobust estimationmodal regressionoracle propertyvarying-coefficient single-index model

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Nonparametric estimation (62G05)

Related Items (4)

Variable selection for semiparametric varying coefficient partially linear model based on modal regression with missing data ⋮ Distributed penalized modal regression for massive data ⋮ New restricted Liu estimator in a partially linear model ⋮ General local rank estimation for single-index varying coefficient models

Cites Work

• Single-index quantile regression
• A robust and efficient estimation method for single index models
• The EFM approach for single-index models
• An adaptive estimation of MAVE
• On an asymptotically more efficient estimation of the single-index model
• Varying-coefficient single-index model
• A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE
• Efficient penalized estimating method in the partially varying-coefficient single-index model
• Spline Functions
• Local modal regression
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Penalized Spline Estimation for Partially Linear Single-Index Models
• An Adaptive Estimation of Dimension Reduction Space
• Shrinkage Estimation of the Varying Coefficient Model
• Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression
• Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
• A practical guide to splines.

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