Variable selection in partially linear wavelet models
نویسندگان
چکیده
منابع مشابه
Variable Selection for Partially Linear Models with Measurement Errors.
This article focuses on variable selection for partially linear models when the covariates are measured with additive errors. We propose two classes of variable selection procedures, penalized least squares and penalized quantile regression, using the nonconvex penalized principle. The first procedure corrects the bias in the loss function caused by the measurement error by applying the so-call...
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ژورنال
عنوان ژورنال: Statistical Modelling
سال: 2011
ISSN: 1471-082X,1477-0342
DOI: 10.1177/1471082x1001100502