Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models

DOI10.1214/15-AOS1356zbMath1327.62262arXiv1510.08683OpenAlexW2221963167MaRDI QIDQ892254

Wenyang Zhang, Yuan Ke, Degui Li

Publication date: 18 November 2015

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.08683

zbMATH Keywords

sparsityLASSOSCADlocal maximum likelihoodultra-high dimensionGSVCMoracle estimation

Mathematics Subject Classification ID

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

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