Lv, Zhike; Zhu, Huiming; Yu, Keming - In: Statistics & Probability Letters 91 (2014) C, pp. 90-97
We focus on the problem of simultaneous variable selection and estimation for nonlinear models based on modal regression (MR), when the number of coefficients diverges with sample size. With appropriate selection of the tuning parameters, the resulting estimator is shown to be consistent and to...