Robust variable selection for the varying coefficient model based on compositeL1–L2regression

DOI10.1080/02664763.2013.804040OpenAlexW2048132328MaRDI QIDQ5129091

Weihua Zhao, Ri-quan Zhang, Ji-cai Liu

Publication date: 26 October 2020

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

Full work available at URL: https://doi.org/10.1080/02664763.2013.804040

zbMATH Keywords

robustnessvariable selectionBICvarying coefficient modelCKLASSOconvex combined loss

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

Related Items (3)

Adaptive jump-preserving estimates in varying-coefficient models ⋮ Convergence analysis of weighted expected residual method for nonlinear stochastic variational inequality problems ⋮ Heteroscedasticity diagnostics in varying-coefficient partially linear regression models and applications in analyzing Boston housing data

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• The Adaptive Lasso and Its Oracle Properties
• Maximal spacings in several dimensions
• Statistical methods with varying coefficient models
• Component selection and smoothing in multivariate nonparametric regression
• One-step sparse estimates in nonconcave penalized likelihood models
• A simple approach for varying-coefficient model selection
• Quantile regression in partially linear varying coefficient models
• Bayesian model averaging: A tutorial. (with comments and a rejoinder).
• Statistical estimation in varying coefficient models
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• Variable selection using MM algorithms
• Simultaneous Confidence Bands and Hypothesis Testing in Varying-coefficient Models
• Adaptive semi-varying coefficient model selection
• A unified variable selection approach for varying coefficient models
• Weak and strong uniform consistency of kernel regression estimates
• Nonparametric smoothing estimates of time-varying coefficient models with longitudinal data
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Efficient Estimation and Inferences for Varying-Coefficient Models
• Penalized Composite Quasi-Likelihood for Ultrahigh Dimensional Variable Selection
• Shrinkage Estimation of the Varying Coefficient Model
• Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models
• Asymptotic Analysis of Robust LASSOs in the Presence of Noise With Large Variance
• Model Selection and Estimation in Regression with Grouped Variables
• Tuning parameter selectors for the smoothly clipped absolute deviation method

This page was built for publication: Robust variable selection for the varying coefficient model based on compositeL₁–L₂regression