Wang, Dewei; Kulasekera, K.B. - In: Journal of Multivariate Analysis 112 (2012) C, pp. 117-129
In this paper we are concerned with detecting the true structure of a varying-coefficient partially linear model. The first issue is to identify whether a coefficient is parametric. The second issue is to select significant covariates in both nonparametric and parametric portions. In order to...