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摘要:
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.
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来源 :
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
ISSN: 0020-3157
年份: 2012
期: 1
卷: 64
页码: 213-231
1 . 0 0 0
JCR@2022
ESI学科: MATHEMATICS;
ESI高被引阀值:74
JCR分区:3
中科院分区:3
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