Indexed by:
Abstract:
In this paper, we present a variable selection procedure by using basis function approximations and a partial group SCAD penalty for semiparametric varying coefficient partially linear models with longitudinal data. With appropriate selection of the tuning parameters, we establish the oracle property of this procedure. A simulation study is undertaken to assess the finite sample performance of the proposed variable selection procedure.
Keyword:
Reprint Author's Address:
Email:
Source :
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
ISSN: 0020-3157
Year: 2012
Issue: 1
Volume: 64
Page: 213-231
1 . 0 0 0
JCR@2022
ESI Discipline: MATHEMATICS;
JCR Journal Grade:3
CAS Journal Grade:3
Cited Count:
WoS CC Cited Count: 11
SCOPUS Cited Count: 18
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 8
Affiliated Colleges: