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作者:

Feng, Sanying (Feng, Sanying.) | Xue, Liugen (Xue, Liugen.) (学者:薛留根)

收录:

Scopus SCIE

摘要:

In this paper, we consider the problem of variable selection for partially varying coefficient single-index model, and present a regularized variable selection procedure by combining basis function approximations with smoothly clipped absolute deviation penalty. The proposed procedure simultaneously selects significant variables in the single-index parametric components and the nonparametric coefficient function components. With appropriate selection of the tuning parameters, the consistency of the variable selection procedure and the oracle property of the estimators are established. Finite sample performance of the proposed method is illustrated by a simulation study and real data analysis.

关键词:

oracle property SCAD single-index model variable selection varying coefficient model

作者机构:

  • [ 1 ] [Feng, Sanying]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

通讯作者信息:

  • [Feng, Sanying]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

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来源 :

JOURNAL OF APPLIED STATISTICS

ISSN: 0266-4763

年份: 2013

期: 12

卷: 40

页码: 2637-2652

1 . 5 0 0

JCR@2022

ESI学科: MATHEMATICS;

ESI高被引阀值:64

JCR分区:4

中科院分区:4

被引次数:

WoS核心集被引频次: 6

SCOPUS被引频次: 7

ESI高被引论文在榜: 0 展开所有

万方被引频次:

中文被引频次:

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