Penalized empirical likelihood for high-dimensional partially linear varying coefficient model with measurement errors
نویسندگان
چکیده
منابع مشابه
Generalized varying coefficient partially linear measurement errors models
We study generalized varying coefficient partially linearmodels when some linear covariates are error prone, but their ancillary variables are available. We first calibrate the error-prone covariates, then develop a quasi-likelihood-based estimation procedure. To select significant variables in the parametric part, we develop a penalized quasi-likelihood variable selection procedure, and the re...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2016
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2016.01.009