Identification for semiparametric varying coefficient partially linear models

Mingqiu Wang and Lixin Song

Statistics & Probability Letters, 2013, vol. 83, issue 5, 1311-1320

Abstract: In this paper, we apply the group smoothly clipped absolute deviation (SCAD) penalty to identify the model structure of the semiparametric varying coefficient partially linear model. The performance of the new approach is demonstrated in terms of the theoretical and numerical results.

Keywords: B-spline; Consistency; Group SCAD; Group variable selection; SVCPLM (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (3)

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DOI: 10.1016/j.spl.2013.01.034

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