Robust variable selection in partially varying coefficient single-index model
نویسندگان
چکیده
منابع مشابه
Varying-coefficient single-index model
In this paper, the varying-coefficient single-indexmodel (VCSIM) is proposed. It can be seen as a generalization of the semivaryingcoefficient model by changing its constant coefficient part to a nonparametric component, or a generalization of the partially linear single-indexmodel by replacing the constant coefficients of its linear part with varying coefficients. Based on the local linear met...
متن کاملVarying-coefficient single-index signal regression
Article history: Received 26 September 2014 Accepted 6 February 2015 Available online 28 February 2015
متن کاملEfficient estimation and model selection for single-index varying-coefficient models
The single-index varying-coefficient models include many types of popular semiparametric models, i.e. single-index models, partially linear models, varying-coefficient models, and so on. In this paper, we first establish the semiparametric efficiency bound for the single-index varying-coefficient model, and develop an estimation method based on the efficient estimating equations. Although our m...
متن کاملVariable Selection for Partially Linear Varying Coefficient Transformation Models with Censored Data
In this paper, we study the problem of variable selection for varying coefficient transformation models with censored data. We fit the varying coefficient transformation models by maximizing the marginal likelihood subject to a shrinkage-type penalty, which encourages sparse solutions and hence facilitates the process of variable selection. We further provide an efficient computation algorithm ...
متن کاملNew Efficient Estimation and Variable Selection Methods for Semiparametric Varying-coefficient Partially Linear Models By
The complexity of semiparametric models poses new challenges to statistical inference and model selection that frequently arise from real applications. In this work, we propose new estimation and variable selection procedures for the semiparametric varying-coefficient partially linear model. We first study quantile regression estimates for the nonparametric varyingcoefficient functions and the ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of the Korean Statistical Society
سال: 2015
ISSN: 1226-3192
DOI: 10.1016/j.jkss.2014.05.002