Identification for semiparametric varying coefficient partially linear models

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.

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Year of publication:	2013
Authors:	Wang, Mingqiu ; Song, Lixin
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 5, p. 1311-1320
Publisher:	Elsevier
Subject:	B-spline \| Consistency \| Group SCAD \| Group variable selection \| SVCPLM

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010662322