Variable selection in partially time-varying coefficient models
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Publication:5321918
DOI10.1080/10485250902912694zbMath1165.62031MaRDI QIDQ5321918
Zheng Yan Lin, Jia Chen, Degui Li
Publication date: 16 July 2009
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250902912694
semiparametric regression; oracle property; time-varying coefficients model; penalised least squares; profile local linear technique
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
65C05: Monte Carlo methods
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