| Empirical Likelihood Based Variable Selection for Varying Coefficient Partially Linear Models with Censored Data |
| Received:March 15, 2012 Revised:September 03, 2012 |
| Key Words:
varying coefficient partially linear models empirical likelihood censored data variable selection.
|
| Fund Project:Supported by the National Natural Science Foundation of China (Grant Nos.11101119; 11126332), the National Social Science Foundation of China (Grant No.11CTJ004), the Natural Science Foundation of Guangxi Province (Grant No.2010GXNSFB013051) and the Philosophy and Social Sciences Foundation of Guangxi Province (Grant No.11FTJ002). |
|
| Hits: 2993 |
| Download times: 2585 |
| Abstract: |
| In this paper, we consider the variable selection for the parametric components of varying coefficient partially linear models with censored data. By constructing a penalized auxiliary vector ingeniously, we propose an empirical likelihood based variable selection procedure, and show that it is consistent and satisfies the sparsity. The simulation studies show that the proposed variable selection method is workable. |
| Citation: |
| DOI:10.3770/j.issn:2095-2651.2013.04.012 |
| View Full Text View/Add Comment |
