A new variable selection approach for varying coefficient models (Q267654): Difference between revisions

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+https://doi.org/10.1007/s00184-015-0543-y
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+W2128489928
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+Better Subset Regression Using the Nonnegative Garrote
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+The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Profile likelihood inferences on semiparametric varying-coefficient partially linear models
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+Statistical methods with varying coefficient models
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+Q4272837
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+Q4516961
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+Efficient model selection in semivarying coefficient models
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+Adaptive semi-varying coefficient model selection
@@ Property / cites work: Adaptive semi-varying coefficient model selection / rank @@
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+A simple approach for varying-coefficient model selection
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+Variable selection in semiparametric regression modeling
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+Weak and strong uniform consistency of kernel regression estimates
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+A unified variable selection approach for varying coefficient models
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+Sparsity and Smoothness Via the Fused Lasso
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+Q4864293
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+Shrinkage Estimation of the Varying Coefficient Model
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+Q4267671
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+Nearly unbiased variable selection under minimax concave penalty
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+Variable selection for semiparametric varying coefficient partially linear models
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+Local polynomial fitting in semivarying coefficient model
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+The Adaptive Lasso and Its Oracle Properties
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+Regularization and Variable Selection Via the Elastic Net
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+Publication:267654