Parametric component detection and variable selection in varying-coefficient partially linear models

DOI10.1016/j.jmva.2012.05.006zbMath1273.62093OpenAlexW2028369346MaRDI QIDQ450863

K. B. Kulasekera, Dewei Wang

Publication date: 26 September 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.05.006

zbMATH Keywords

variable selectionoracle propertyadaptive LASSOparametric component detectionvarying-coefficient partially linear model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Statistical ranking and selection procedures (62F07)

Related Items (13)

Sparse Learning and Structure Identification for Ultrahigh-Dimensional Image-on-Scalar Regression ⋮ Model detection and variable selection for varying coefficient models with longitudinal data ⋮ Local linear smoothing for sparse high dimensional varying coefficient models ⋮ Variable selection in high-dimensional linear model with possibly asymmetric errors ⋮ Model detection and estimation for varying coefficient panel data models with fixed effects ⋮ Automatic variable selection for semiparametric spatial autoregressive model ⋮ Time-varying additive model with autoregressive errors for locally stationary time series ⋮ Structure identification for varying coefficient models with measurement errors based on kernel smoothing ⋮ Consistent model identification of varying coefficient quantile regression with BIC tuning parameter selection ⋮ Penalized kernel quantile regression for varying coefficient models ⋮ Sparsistent and constansistent estimation of the varying-coefficient model with a diverging number of predictors ⋮ Robust check loss-based inference of semiparametric models and its application in environmental data ⋮ Model detection and estimation for single-index varying coefficient model

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• Efficient Estimation and Inferences for Varying-Coefficient Models
• Shrinkage Estimation of the Varying Coefficient Model
• Model Selection and Estimation in Regression with Grouped Variables

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