Globally consistent model selection in semi-parametric additive coefficient models

DOI10.1080/10485252.2015.1083566zbMath1330.62192OpenAlexW1940211080MaRDI QIDQ3455264

Lan Xue, Shuping Jiang

Publication date: 4 December 2015

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2015.1083566

zbMATH Keywords

group selectionselection consistencySCADpolynomial splineoracle estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Cites Work

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• SPLINE-BACKFITTED KERNEL SMOOTHING OF ADDITIVE COEFFICIENT MODEL
• Consistent Model Selection for Marginal Generalized Additive Model for Correlated Data
• Lag selection in stochastic additive models
• Variable Selection in Nonparametric Varying-Coefficient Models for Analysis of Repeated Measurements
• Smoothly Clipped Absolute Deviation on High Dimensions
• Model Selection and Estimation in Regression with Grouped Variables
• A practical guide to splines.

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