کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1144542 957420 2015 13 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Robust variable selection in partially varying coefficient single-index model
ترجمه فارسی عنوان
انتخاب متغیر پایدار در مدل جزئی تک متغیر ضریب متغیر
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
چکیده انگلیسی

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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of the Korean Statistical Society - Volume 44, Issue 1, March 2015, Pages 45–57
نویسندگان
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