Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models
نویسندگان
چکیده
منابع مشابه
Variable Selection and Estimation in High-dimensional Varying-coefficient Models.
Nonparametric varying coefficient models are useful for studying the time-dependent effects of variables. Many procedures have been developed for estimation and variable selection in such models. However, existing work has focused on the case when the number of variables is fixed or smaller than the sample size. In this paper, we consider the problem of variable selection and estimation in vary...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2015
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2015.06.011