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NEW EFFICIENT ESTIMATION AND VARIABLE SELECTION METHODS FOR SEMIPARAMETRIC VARYING-COEFFICIENT PARTIALLY LINEAR MODELS

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 firs...

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Hlavní autoři: Kai, Bo, Li, Runze, Zou, Hui
Médium: Artigo
Jazyk:Inglês
Vydáno: 2011
Témata:
On-line přístup:https://ncbi.nlm.nih.gov/pmc/articles/PMC3109949/
https://ncbi.nlm.nih.gov/pubmed/21666869
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/10-AOS842
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