Article ID Journal Published Year Pages File Type
1151905 Statistics & Probability Letters 2013 10 Pages PDF
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.

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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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Identification for semiparametric varying coefficient partially linear models
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