Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters
نویسندگان
چکیده
منابع مشابه
Nonconcave Penalized Likelihood with a Diverging Number of Parameters By
A class of variable selection procedures for parametric models via nonconcave penalized likelihood was proposed by Fan and Li to simultaneously estimate parameters and select important variables. They demonstrated that this class of procedures has an oracle property when the number of parameters is finite. However, in most model selection problems the number of parameters should be large and gr...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2012
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2011.08.010