Robust functional coefficient selection for the single-index varying coefficients regression model

DOI10.1080/00949655.2020.1867548OpenAlexW3125661439MaRDI QIDQ5065282

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Publication date: 18 March 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2020.1867548

zbMATH Keywords

model selectionsemi-parametric modelsnonparametric estimationgroup LASSOrank pseudo-norm

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) General nonlinear regression (62J02) Statistics (62-XX)

Uses Software

• R

Cites Work

• Unnamed Item
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• Single‐index varying coefficient model for functional responses
• Model Selection and Estimation in Regression with Grouped Variables
• Tuning parameter selectors for the smoothly clipped absolute deviation method
• The elements of statistical learning. Data mining, inference, and prediction

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