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作者:

Zhao, Peixin (Zhao, Peixin.) | Xue, Liugen (Xue, Liugen.) (学者:薛留根)

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Scopus SCIE

摘要:

In this paper, we present a variable selection procedure by combining basis function approximations with SCAD penalty for semiparametric varying coefficient partially linear models. The proposed procedure simultaneously selects significant variables in the parametric components and the nonparametric components. With appropriate selection of the tuning parameters, we establish the consistency of this procedure and the oracle property of the regularized estimators. A simulation study is undertaken to assess the finite sample performance of the proposed variable selection procedure. Crown Copyright (C) 2009 Elsevier B.V. All rights reserved.

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作者机构:

  • [ 1 ] [Zhao, Peixin]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
  • [ 3 ] [Zhao, Peixin]Hechi Univ, Dept Math, Guangxi Yizhou 546300, Peoples R China

通讯作者信息:

  • [Zhao, Peixin]Beijing Univ Technol, Coll Appl Sci, Beijing 100124, Peoples R China

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来源 :

STATISTICS & PROBABILITY LETTERS

ISSN: 0167-7152

年份: 2009

期: 20

卷: 79

页码: 2148-2157

0 . 8 0 0

JCR@2022

ESI学科: MATHEMATICS;

JCR分区:4

中科院分区:1

被引次数:

WoS核心集被引频次: 51

SCOPUS被引频次: 52

ESI高被引论文在榜: 0 展开所有

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中文被引频次:

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