This paper presents the empirical likelihood inferences for a class of varying-coefficient models with error-prone covariates. We focus on the case that the covariance matrix of the measurement errors is unknown and neither repeated measurements nor validation data are available. We propose an...

In this paper, we consider the problem of variable selection for partially varying coefficient single-index model, and present a regularized variable selection procedure by combining basis function approximations with smoothly clipped absolute deviation penalty. The proposed procedure...