Identification for semiparametric varying coefficient partially linear models

被引：22

作者：

Wang, Mingqiu ^{[1
]}

Song, Lixin ^{[2
]}

机构：

[1] Qufu Normal Univ, Sch Math Sci, Qufu 273165, Shandong, Peoples R China

[2] Dalian Univ Technol, Sch Math Sci, Dalian 116023, Peoples R China

来源：

STATISTICS & PROBABILITY LETTERS | 2013年 / 83卷 / 05期

关键词：

B-spline; Consistency; Group SCAD; Group variable selection; SVCPLM; EFFICIENT ESTIMATION; VARIABLE SELECTION; ADDITIVE-MODELS; INFERENCES; LIKELIHOOD; REGRESSION;

D O I：

10.1016/j.spl.2013.01.034

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

070103 [概率论与数理统计]; 140311 [社会设计与社会创新];

摘要：

In this paper, we apply the group smoothly clipped absolute deviation (SCAD) penalty to identify the model structure of the semiparametric varying coefficient partially linear model. The performance of the new approach is demonstrated in terms of the theoretical and numerical results. (C) 2013 Elsevier B.V. All rights reserved.

引用

页码：1311 / 1320

页数：10

共 19 条

[1]

Efficient estimation of a semiparametric partially linear varying coefficient model [J].