This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
Activity Number:
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35
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Type:
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Contributed
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Date/Time:
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Sunday, August 1, 2010 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Nonparametric Statistics
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Abstract - #308221 |
Title:
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Variable Selection and Nonvarying Coefficient Identification in Varying-Coefficient Models
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Author(s):
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Heng Lian*+
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Companies:
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Nanyang Technological University
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Address:
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Division of Mathematical Sciences, , , Singapore 637371
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Keywords:
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BIC ;
B-spline basis ;
Constansistency ;
Varying-coefficient models
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Abstract:
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The varying-coefficient model is a flexible class of approaches that extends simple linear relationships between covariates and responses. Two related problems concerning these models are selecting relevant variables and determining non-varying coefficients among those relevant ones. We study the sparsistency and constansistency of the regularized estimation approach. Here constansistency refers to the desired property that the non-zero, non-varying coefficients are identified with probability tending to one. The proposed procedure based on B-spline basis expansion and penalization simultaneously achieves both objectives as well as retains optimal convergence rates for all the coefficients.
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Authors who are presenting talks have a * after their name.
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