کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1146340 | 1489688 | 2012 | 13 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Parametric component detection and variable selection in varying-coefficient partially linear models
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آنالیز عددی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
In this paper we are concerned with detecting the true structure of a varying-coefficient partially linear model. The first issue is to identify whether a coefficient is parametric. The second issue is to select significant covariates in both nonparametric and parametric portions. In order to simultaneously address both issues, we propose to combine local linear smoothing and the adaptive LASSO and penalize both the coefficient functions and their derivatives using an adaptive L1L1 penalty. We give conditions under which this new adaptive LASSO consistently identifies the significant variables and parametric components along with estimation sparsity. Simulated and real data analysis demonstrate the proposed methodology.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 112, November 2012, Pages 117–129
Journal: Journal of Multivariate Analysis - Volume 112, November 2012, Pages 117–129
نویسندگان
Dewei Wang, K.B. Kulasekera,