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http://bura.brunel.ac.uk/handle/2438/11595
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DC Field | Value | Language |
---|---|---|
dc.contributor.author | Zhu, H | - |
dc.contributor.author | Lv, Z | - |
dc.contributor.author | Yu, K | - |
dc.contributor.author | Deng, C | - |
dc.date.accessioned | 2015-11-16T10:53:27Z | - |
dc.date.available | 2015-01-01 | - |
dc.date.available | 2015-11-16T10:53:27Z | - |
dc.date.issued | 2015 | - |
dc.identifier.citation | Journal of the Korean Statistical Society, 44(1): pp. 45 - 57, (2015) | en_US |
dc.identifier.issn | 1226-3192 | - |
dc.identifier.uri | http://www.sciencedirect.com/science/article/pii/S1226319214000428 | - |
dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/11595 | - |
dc.description.abstract | By combining basis function approximations and smoothly clipped absolute deviation (SCAD) penalty, this paper proposes a robust variable selection procedure for a partially varying coefficient single-index model based on modal regression. 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 theoretical properties of our procedure, including consistency in variable selection and the oracle property in estimation. Furthermore, we also discuss the bandwidth selection and propose a modified expectation-maximization (EM)-type algorithm for the proposed estimation procedure. The finite sample properties of the proposed estimators are illustrated by some simulation examples. | en_US |
dc.description.sponsorship | The research of Zhu is partially supported by National Natural Science Foundation of China (NNSFC) under Grants 71171075, 71221001 and 71031004. The research of Yu is supported by NNSFC under Grant 11261048. | en_US |
dc.format.extent | 45 - 57 | - |
dc.language.iso | en | en_US |
dc.publisher | Elsevier | en_US |
dc.subject | Variable selection | en_US |
dc.subject | Spline approximation | en_US |
dc.subject | Modal regression | en_US |
dc.subject | SCAD | en_US |
dc.subject | Oracle property | en_US |
dc.title | Robust variable selection in partially varying coefficient single-index model | en_US |
dc.type | Article | en_US |
dc.identifier.doi | http://dx.doi.org/10.1016/j.jkss.2014.05.002 | - |
dc.relation.isPartOf | Journal of the Korean Statistical Society | - |
pubs.issue | 1 | - |
pubs.publication-status | Published | - |
pubs.publication-status | Published | - |
pubs.publication-status | Published | - |
pubs.volume | 44 | - |
Appears in Collections: | Dept of Mathematics Research Papers |
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Fulltext.pdf | 320.99 kB | Adobe PDF | View/Open |
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