Robust variable selection and parametric component identification in varying coefficient models

DOI10.1080/03610926.2014.948199zbMath1346.62064OpenAlexW2467702913MaRDI QIDQ2817178

Chaohui Guo, Jing Lv, Hu Yang

Publication date: 29 August 2016

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

Full work available at URL: https://doi.org/10.1080/03610926.2014.948199

zbMATH Keywords

B-splineSCADgroup variable selectionrank-based analysisseparation of varying and constant effects

Mathematics Subject Classification ID

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

Related Items

Partial correlation screening for varying coefficient models ⋮ Rank-based estimation in varying coefficient partially functional linear regression models ⋮ Estimation in partial linear model with spline modal function

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