A simple approach for varying-coefficient model selection

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A UNIFIED VARIABLE SELECTION APPROACH FOR VARYING COEFFICIENT MODELS (2012, methodology): “cross-validation-based method (mCV) of Xia, Zhang, and Tong (2004) and the component selection and smoothing operator (COSSO) of Leng (2009). The COSSO was first studied by Lin and Zhang (2006) for additive models, and it was extended by Leng (2009) to varying coefficient models. Both mCV and COSSO ”
ADAPTIVE SEMI-VARYING COEFFICIENT MODEL SELECTION (2012, methodology): “Selecting them to satisfy that requirement is challenging. To bypass this difficulty, we follow the idea of Zou (2006), Zhang and Lu (2007), Wang, Li, and Tsai (2007), Zou and Li (2008), to simplify the tuning parameters as”
Robust and efficient variable selection for semiparametric partially linear varying coefficient model based on modal regression (2013, methodology): “Lee (1989) used the uniform kernel and fixed h in (3) to estimate the modal regression. Scott (1992) proposed it, but little methodology is given on how to actually implement it. Recently, Yao and Li (2011) and Yao et al. (2012) systematically studied the modal regression for linear model and univar”