Forward Variable Selection for Sparse Ultra-High Dimensional Varying Coefficient Models
نویسندگان
چکیده
منابع مشابه
Forward variable selection for sparse ultra-high dimensional varying coefficient models
Varying coefficient models have numerous applications in a wide scope of scientific areas. While enjoying nice interpretability, they also allow flexibility in modeling dynamic impacts of the covariates. But, in the new era of big data, it is challenging to select the relevant variables when there are a large number of candidates. Recently several work are focused on this important problem base...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 2016
ISSN: 0162-1459,1537-274X
DOI: 10.1080/01621459.2015.1080708