Shrinkage Estimation of the Varying Coefficient Model

DOI10.1198/jasa.2009.0138zbMath1388.62213MaRDI QIDQ5252144

Hansheng Wang, Yingcun Xia

Publication date: 29 May 2015

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/jasa.2009.0138

zbMATH Keywords

kernel smoothing; Bayesian information criterion; varying coefficient model; selection operator; smoothly clipped absolute deviation; least absolute shrinkage operator

Mathematics Subject Classification ID

62J07: Ridge regression; shrinkage estimators (Lasso)

62J05: Linear regression; mixed models

62G05: Nonparametric estimation

62F10: Point estimation

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