Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors

DOI10.1080/03610926.2014.890224zbMath1396.62083OpenAlexW1679829202MaRDI QIDQ2832637

Heng Lian, Kaifeng Zhao

Publication date: 11 November 2016

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

Full work available at URL: https://doi.org/10.1080/03610926.2014.890224

zbMATH Keywords

BICvarying-coefficient modelsB-spline basisconstansistency

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

Related Items (2)

Shrinkage estimation for identification of linear components in composite quantile additive models ⋮ Residuals based Kolmogorov-Smirnov and Cramér-von Mises tests for varying coefficient models

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