Local linear smoothing for sparse high dimensional varying coefficient models (Q276223)

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Local linear smoothing for sparse high dimensional varying coefficient models
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    Local linear smoothing for sparse high dimensional varying coefficient models (English)
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    3 May 2016
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    varying coefficient models
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    sparse estimation
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    local stationary time series
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    kernel method
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    local linear smoothing
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    penalized methods
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    oracle inequality
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    semiparametric model
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    consistent structural identification
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    second order cone programming
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