Zhang, Jun; Yu, Yao; Zhu, Li-Xing; Liang, Hua - In: Annals of the Institute of Statistical Mathematics 65 (2013) 2, pp. 237-267
proposed estimators are established. Moreover, we also study variable selection by adopting the coordinate-independent sparse … estimation to select all relevant but distorted covariates in the parametric part. We show that the resulting sparse estimators …