Walsh-average based variable selection for varying coefficient models (Q2513793): Difference between revisions

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Latest revision as of 15:11, 9 July 2024

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Walsh-average based variable selection for varying coefficient models
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    Walsh-average based variable selection for varying coefficient models (English)
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    29 January 2015
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    varying coefficient model
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    Walsh-average
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    oracle property
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    variable selection
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    asymptotic relative efficiency
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    robust BIC-type criterion
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