Adaptive Varying-Coefficient Linear Models
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Publication:4673752
DOI10.1111/1467-9868.00372zbMath1063.62054OpenAlexW3122159407MaRDI QIDQ4673752
Qiwei Yao, Jianqing Fan, Zong-Wu Cai
Publication date: 9 May 2005
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: http://eprints.lse.ac.uk/6865/1/Adaptive_Varying-Coefficient_Linear_Models.pdf
Akaike information criterionlocal linear regressiongeneralized cross-validationone-step estimationbackfitting algorihmlocal significant variable selectionsmoothing index
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