Shrinkage estimation and variable selection in multiple regression models with random coefficient autoregressive errors (Q2251707): Difference between revisions

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+https://doi.org/10.1016/j.spl.2014.05.020
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+Shrinkage estimation for the regression parameter matrix in multivariate regression model
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+<i>L</i><sub>1</sub> penalty and shrinkage estimation in partially linear models with random coefficient autoregressive errors
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+Pathwise coordinate optimization
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+Parameter estimation in a regression model with random coefficient autoregressive errors
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+The local asymptotic normality of a class of generalized random coefficient autoregressive processes
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+Random coefficient first-order autoregressive models
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