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作者:

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

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Scopus SCIE CSCD

摘要:

We consider the problem of variable selection for single-index varying-coefficient model, and present a regularized variable selection procedure by combining basis function approximations with SCAD penalty. The proposed procedure simultaneously selects significant covariates with functional coefficients and local significant variables with parametric coefficients. With appropriate selection of the tuning parameters, the consistency of the variable selection procedure and the oracle property of the estimators are established. The proposed method can naturally be applied to deal with pure single-index model and varying-coefficient model. Finite sample performances of the proposed method are illustrated by a simulation study and the real data analysis.

关键词:

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

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:

  • 薛留根

    [Xue, Liugen]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

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来源 :

FRONTIERS OF MATHEMATICS IN CHINA

ISSN: 1673-3452

年份: 2013

期: 3

卷: 8

页码: 541-565

ESI学科: MATHEMATICS;

ESI高被引阀值:64

JCR分区:3

中科院分区:4

被引次数:

WoS核心集被引频次: 18

SCOPUS被引频次: 20

ESI高被引论文在榜: 0 展开所有

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