@article{f1ca22a0dc8b44e190fee8c69e257aae,
title = "Variable Selection for Semiparametric Partially Linear Covariate-Adjusted Regression Models",
abstract = "In this article, the partially linear covariate-adjusted regression models are considered, and the penalized least-squares procedure is proposed to simultaneously select variables and estimate the parametric components. The rate of convergence and the asymptotic normality of the resulting estimators are established under some regularization conditions. With the proper choices of the penalty functions and tuning parameters, it is shown that the proposed procedure can be as efficient as the oracle estimators. Some Monte Carlo simulation studies and a real data application are carried out to assess the finite sample performances for the proposed method.",
keywords = "Covariate-adjusted regression, Oracle property, Partially linear model, Variable selection",
author = "Jiang Du and Gaorong Li and Heng Peng",
note = "Funding Information: Jiang Du{\textquoteright}s research was supported by Mathematical Fund of Beijing University of Technology (006000546615008) and Collaborative Innovation Center on Capital Social Construction and Social Management. Gaorong Li{\textquoteright}s research was supported by the National Natural Science Foundation of China (11471029, 11472057), the Beijing Natural Science Foundation (1142002) , the Science and Technology Project of Beijing Municipal Education Commission (KM201410005010) and Program for JingHua Talents in Beijing University of Technology (2013-JH-L07). Heng Peng{\textquoteright}s research was supported by CERG grants from the Hong Kong Research Grants Council (HKBU 201610 and HKBU 201809) and FRG grants from Hong Kong Baptist University (FRG/08-09/II-33).",
year = "2015",
month = jul,
day = "3",
doi = "10.1080/03610926.2013.788715",
language = "English",
volume = "44",
pages = "2809--2826",
journal = "Communications in Statistics - Theory and Methods",
issn = "0361-0926",
publisher = "Taylor and Francis",
number = "13",
}