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