Variable selection for partially varying coefficient model based on modal regression under high dimensional data

DOI10.1080/03610926.2020.1747081OpenAlexW3029054259MaRDI QIDQ5079227

Lirong Zhang, Ya-Feng Xia, Aiping Zhang

Publication date: 25 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2020.1747081

zbMATH Keywords

variable selectionmodal regressionhigh dimensional datapartially varying coefficient model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) Statistics (62-XX)

Cites Work

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• Robust estimation and variable selection for semiparametric partially linear varying coefficient model based on modal regression
• Estimation of semi-varying coefficient models with nonstationary regressors

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