• Complex
  • Title
  • Keyword
  • Abstract
  • Scholars
  • Journal
  • ISSN
  • Conference
搜索

Author:

Zhao, Peixin (Zhao, Peixin.) | Xue, Liugen (Xue, Liugen.) (Scholars:薛留根)

Indexed by:

Scopus SCIE

Abstract:

In this paper, we present a variable selection procedure by combining basis function approximations with SCAD penalty for semiparametric varying coefficient partially linear models. The proposed procedure simultaneously selects significant variables in the parametric components and the nonparametric components. With appropriate selection of the tuning parameters, we establish the consistency of this procedure and the oracle property of the regularized estimators. A simulation study is undertaken to assess the finite sample performance of the proposed variable selection procedure. Crown Copyright (C) 2009 Elsevier B.V. All rights reserved.

Keyword:

Author Community:

  • [ 1 ] [Zhao, Peixin]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 2 ] [Xue, Liugen]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China
  • [ 3 ] [Zhao, Peixin]Hechi Univ, Dept Math, Guangxi Yizhou 546300, Peoples R China

Reprint Author's Address:

  • [Zhao, Peixin]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

Show more details

Related Keywords:

Related Article:

Source :

STATISTICS & PROBABILITY LETTERS

ISSN: 0167-7152

Year: 2009

Issue: 20

Volume: 79

Page: 2148-2157

0 . 8 0 0

JCR@2022

ESI Discipline: MATHEMATICS;

JCR Journal Grade:4

CAS Journal Grade:1

Cited Count:

WoS CC Cited Count: 56

SCOPUS Cited Count: 56

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 9

Affiliated Colleges:

Online/Total:1181/10641898
Address:BJUT Library(100 Pingleyuan,Chaoyang District,Beijing 100124, China Post Code:100124) Contact Us:010-67392185
Copyright:BJUT Library Technical Support:Beijing Aegean Software Co., Ltd.