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Abstract:
In this paper, we present a variable selection procedure by combining basis function approximations with penalized estimating equations for semiparametric varying-coefficient partially linear models with missing response at random. The proposed procedure simultaneously selects significant variables in parametric components and nonparametric components. With appropriate selection of the tuning parameters, we establish the consistency of the variable selection procedure and the convergence rate of the regularized estimators. A simulation study is undertaken to assess the finite sample performance of the proposed variable selection procedure.
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ACTA MATHEMATICA SINICA-ENGLISH SERIES
ISSN: 1439-8516
Year: 2011
Issue: 11
Volume: 27
Page: 2205-2216
0 . 7 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
JCR Journal Grade:3
CAS Journal Grade:4
Cited Count:
WoS CC Cited Count: 7
SCOPUS Cited Count: 9
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 7
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