A robust penalized estimation for identification in semiparametric additive models

作者：Yang, Jing^*; Yang, Hu

来源：Statistics & Probability Letters, 2016, 110: 268-277.

DOI：10.1016/j.spl.2015.10.002

• Semiparametric additive model
• Modal regression
• B-spline
• SCAD penalty
• Robustness

Based on the modal regression estimation (Yao et al., 2012) and spline based estimation method, we provide a novel and robust approach to identify nonzero components as well as linear components in semiparametric additive models by applying a two-fold smoothly clipped absolute deviation (Fan and Li, 2001) penalty. The performance of the new method is demonstrated in terms of theoretical and simulation results.

• 出版日期2016-3
• 单位重庆大学