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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.
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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
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